VECM
Posted: 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?
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?