VECM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
winkyho
Posts: 1
Joined: Fri Mar 28, 2014 3:11 am

VECM

Postby winkyho » Fri Mar 28, 2014 4:09 am

I am using EViews 6.0. I would like to know how I can estimate different lag lengths for different endogenous variables in a 9-variable system? Meanwhile, I need to estimate the coefficient and chi square for the summation of lagged endogenous variables. Any suggestions would be much appreciated. Thank you.
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VECM

Postby EViews Gareth » Fri Mar 28, 2014 7:37 am

You cannot estimate different lag lengths in a VECM.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests