VECM and variable order
Posted: Mon Feb 01, 2016 12:24 pm
+ I was wondering if the variable order for estimating a VECM is important.
+ For example: Is "y x1 x2 x3" the same as "y x2 x1 x3" (endogenous variables) in the VAR specification dialog box
Cheers,
Bali
:eviews6:
+ For example: Is "y x1 x2 x3" the same as "y x2 x1 x3" (endogenous variables) in the VAR specification dialog box
Cheers,
Bali
:eviews6: