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.

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brennan6738
Posts: 31
Joined: Tue Sep 08, 2009 1:28 pm

VECM

Postby brennan6738 » Sat Dec 05, 2009 10:49 am

Does anyone know how to lag the Cointegrating Equation in a VECM?
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