how to determine significance value for VECM coefficient
Posted: Wed Jun 16, 2010 8:50 am
Hi,
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? It is not provided in Eview when I run VECM.
Thanks
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? It is not provided in Eview when I run VECM.
Thanks