Cointegration equations

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niels
Posts: 14
Joined: Mon Nov 10, 2008 1:30 am

Cointegration equations

Postby niels » Mon Feb 16, 2009 4:13 am

I have estimated a Vector error correction model with 2 cointegration equations, and I want to obtain the values for the coefficients. But, I think Eviews transforms the estimates because the first two variables has the value 1,0 and 0,1, and the coefficients for the rests changes each time I re-estimate the model.

Niels
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