how to determine significance value for VECM coefficient

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shevchenko62
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Joined: Mon May 03, 2010 5:57 pm

how to determine significance value for VECM coefficient

Postby shevchenko62 » Wed Jun 16, 2010 8:50 am

Hi,

I need some avice regarding the significance of coefficients in a VECM. How can I assess whether the coefficients are statistically significant in a VECM? It is not provided in Eview when I run VECM.

Thanks

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