Splitting Error correction term into (+) and (-) components

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chinxmint
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Joined: Thu Feb 05, 2015 8:21 pm

Splitting Error correction term into (+) and (-) components

Postby chinxmint » Fri Mar 13, 2015 7:40 am

Hi, i was wondering how to split the error correction term (ECT)into positive and negative to test for asymmetry in Eviews (Granger and Lee)

Thank You
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