Sign of ECM in the VECM
Posted: Mon Apr 05, 2010 2:03 am
Hi,
Is the sign of the ECT important in the VECM? How can we interpret a positive sign of ECT in the VECM?
Best regards.
Is the sign of the ECT important in the VECM? How can we interpret a positive sign of ECT in the VECM?
Best regards.