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ECM Examples

Posted: Wed Sep 05, 2012 10:59 am
by canboardrp
I'm about to embark on a project that requires using an ECM. I've never applied this methodology using EViews before and I'm wondering if there's an example of how to develop and ECM that someone may be able to point me to? Also, if there's an example of how to input an ECM using the EViews programming language, that would be very helpful as well.

Thank you

Re: ECM Examples

Posted: Wed Sep 05, 2012 2:26 pm
by EViews Glenn
A Google or forum search for "EViews and ECM" turns up several things that should help you. If you are doing single equation stuff, you could also try "EViews and Engle-Granger".