weakly exogenous variables

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KateK
Posts: 7
Joined: Mon Apr 14, 2014 2:39 pm

weakly exogenous variables

Postby KateK » Mon Apr 14, 2014 2:53 pm

Hi,

I am running cointegration and VECM models and I found three of my four endogenous variables are weakly exogenous.
Where do I go from there? How do I simply the model? Do I put restrictions: alphas are zero and run VECM?
Thanks a lot.

KateK

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