short- and long-run interaction of time series data
Posted: Fri Aug 03, 2012 11:45 pm
my model is y = a + xt + et
Q1. Should i run VECM or engle-granger procedure for short- and long-run interaction?
Q2. how to conduct engle-granger procedure in eviews?
Q1. Should i run VECM or engle-granger procedure for short- and long-run interaction?
Q2. how to conduct engle-granger procedure in eviews?