Lag structure in asymmetric ECM with EViews

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depres
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Joined: Wed Apr 11, 2012 3:29 am

Lag structure in asymmetric ECM with EViews

Postby depres » Sun May 06, 2012 10:38 pm

Dear All,

Could someone tell me, how I would be able to find correct lag structure to asymmetric ECM by using EViews ? Are there some special features available ? I have already done succesfully symmetric ECM with my data, but now I should do asymmetric one with same variables. Is lag structure usually same bespite the fact if ECM is symmetric or asymmetric ? How about lags of the difference series (x+ and x-), splitted from the same variable x, should those ones be pairwise similar (lag structure of x+ = lag structure of x-)

I would be so happy, if someone could help me !

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