irf in var or vecm??
Posted: Mon Sep 15, 2014 4:21 am
hi
i try estimate a vecm. but i don,t know for impulse response function and variance decomposition
i should do vecm ... view....impulse response, variance decomposition
or
var... view...impulse response, variance decomposition
????
i try estimate a vecm. but i don,t know for impulse response function and variance decomposition
i should do vecm ... view....impulse response, variance decomposition
or
var... view...impulse response, variance decomposition
????