4-variable VECM

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4-variable VECM

Postby benedictbrown » Tue Aug 24, 2021 6:00 pm

Hi everyone,

I am estimating a 4-variable VECM -- only 3 of the series are I(1) so I tested the three series and found one cointegrating relationship.

Now I want to estimate the the full model with the cointegrating relationship and the fourth stationary series as well.

How do I do that in EViews?

Thanks in advance!!!

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