Cointegration equations
Posted: 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
Niels