EViews.com

Hello all,

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 (eviews does not provide the p-values)? From where should I take the critical values of t-statistics to compare with the t-statistics computed by Eviews? I guess it's not the same interpretation as in the OLS method.

Thanks a lot!

Anne

i have the same question too.
can anybody shed light on this issue, i.e. how to determine whether for example the coefficients to the cointegration equation are significant?

It would help to explain what part of the help system is unclear, since there's an entire section on this topic.