(VECM) Exogenous variables is cointegrating relationship?

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

derksheng
Posts: 3
Joined: Thu Jun 21, 2012 7:18 am

(VECM) Exogenous variables is cointegrating relationship?

Postby derksheng » Fri Dec 28, 2012 2:15 am

In E-Views, we can specify exogenous variables that appear in the main VECM equation, but how can we make exogenous variables appear in the cointegrating relationship (that don't get included into the differenced part of the VECM)?

nannigia
Posts: 20
Joined: Mon Nov 10, 2008 10:56 pm
Contact:

Re: (VECM) Exogenous variables is cointegrating relationship

Postby nannigia » Fri Dec 28, 2012 9:23 am

I don't get your question. please explain more.

derksheng
Posts: 3
Joined: Thu Jun 21, 2012 7:18 am

Re: (VECM) Exogenous variables is cointegrating relationship

Postby derksheng » Sat Dec 29, 2012 1:42 am

I want variables to appear in the error correction term but not elsewhere. For example,

Image


Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests