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Estimation of Model Time Series

Posted: Thu Dec 13, 2012 7:06 pm
by gr8694
Greetings-- I have these time series data: labor demand (y) and regressors of fixed assets, materials, tax, and wages. I have been involved heavily in panel data methods so working with someone on a time series. I need to estimate a dynamic model using VEC method. How can I proceed to estimate this model? Some useful pointers would be great.

Brian