Coiefficients for Vector Error Correction Model
Posted: Sat Jan 12, 2013 4:25 pm
Greetings, I am doing vector error correction models and from my review of the handbooks for Eviews, I need to create an object to extract the coefficients for A, B and C. Am I correct? If so, what are some suggestions for doing this? I have 7 varaibles (including the y) and two dummies.
Thanks for helping me out.
Thanks for helping me out.