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I have estimated a VECM having successfully indentified the existence of cointegration by using the Johnasen Approach, but want to compare the cointegrating vector from the VECM to the cointegrating vector when using Dynamic OLS.

I am confused as to whether you need to estimate the Dynamic OLS when your variables are stationary, or whether Eviews automatically first differences them, like when estimating a VECM.

Help is much appreciated

Thanks

K

PS I am using Eviews 7