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VECM: Information share

Posted: Fri Apr 03, 2009 1:03 am
by wavelord
I have a trivariate VECM and want to analyze the lead lag relationship and the information shares of the three variables. Does anyone know, how to compute this information share in Eviews?

Thanks for your help!

Re: VECM: Information share

Posted: Sun Mar 13, 2016 2:38 am
by KerryGMcC
Good Day
Just wondering if you even came right with a way to calculate the IS and CS estimates in EViews?
Kind Regards
Kerry