How to simulate VECM

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f230182
Posts: 1
Joined: Fri Jan 03, 2014 9:33 am

How to simulate VECM

Postby f230182 » Fri Jan 03, 2014 9:36 am

Hello,

I was wondering if anyone knew the code to simulate a simple VECM or a
bivariate Engle Granger with chosen speed of adjustment parameter and
cointegrating vector parameter.

Thanks, F
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