Lag-placement of EC-Term

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annao
Posts: 3
Joined: Mon Jul 27, 2009 7:40 am

Lag-placement of EC-Term

Postby annao » Thu Sep 24, 2009 12:58 pm

Hello everybody,

I'm trying to figure out how to change the lag-placement of the error-correction term in a VEC model. The default seems to be EC(t-1)... is there a way to change that?

Thank you!
Anna O
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