EViews.com

Hello all,

I have estimated a 3 endogenous variable VECM. I need to get the structural errors by a Cholesky decomposition. How can I do this in Eviews?

Thank you very much,
Perry

For the above, I cannot use the "Estimate Structural Factorization" option as it is not available for VECMs.
How can I do this without this option?

I need to extract the structural residuals.

I don't believe it is implemented.

I don't believe it is implemented.

I do not think either, but I was wondering if there is a way to do it manually.