VECM: Information share

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wavelord
Posts: 1
Joined: Fri Apr 03, 2009 12:38 am

VECM: Information share

Postby wavelord » Fri Apr 03, 2009 1:03 am

I have a trivariate VECM and want to analyze the lead lag relationship and the information shares of the three variables. Does anyone know, how to compute this information share in Eviews?

Thanks for your help!
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KerryGMcC
Posts: 3
Joined: Sun Mar 13, 2016 1:44 am

Re: VECM: Information share

Postby KerryGMcC » Sun Mar 13, 2016 2:38 am

Good Day
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry
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