how to estimate VECM with I(0) and I(1) variables
Posted: Fri Feb 08, 2013 6:55 am
how can i estimate a VECM when one of my variables is not integrated of the same order as the others?
what is the list of things i have to check to ensure my model is properly specified before estimating the VECM?
what is the list of things i have to check to ensure my model is properly specified before estimating the VECM?