shift dummy in VECM

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
wolly77
Posts: 32
Joined: Mon Oct 05, 2009 4:28 am

shift dummy in VECM

Postby wolly77 » Fri Jul 02, 2010 2:05 am

Dear guys,
I have a problem. I have to estimate a VEC model with a shift dummy in the cointegration vector. How can I insert the shift dummy in the long run relation? If I consider the shift dummy as exogenous it does not enter in the cointegration. Thanks.
Top
Macedonia
Posts: 2
Joined: Fri Dec 20, 2013 1:50 pm

Re: shift dummy in VECM

Postby Macedonia » Fri Dec 20, 2013 2:05 pm

I just posted a question about this identical problem.. Did you solved it? :?
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest