VECM

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questionz
Posts: 2
Joined: Fri Jul 09, 2010 2:31 pm

VECM

Postby questionz » Fri Jul 09, 2010 2:54 pm

I have the following questions. Any help would be greatly appreciated.

1. Is there any way I can estimate VECM in eviews with a different estimation technique?
When I go to proc and make system and estimate VECM it gives me results. Can I now make it as a system and estimate using any of the techniques available - like SUR? Is this the right way to do it?

2. Is there any method in eviews to test for cointegrating space? I mean to check if all variables can be included in the cointegrating space?
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