cointegration analysis
Posted: Fri Jan 10, 2014 3:16 pm
hi guys,
I have estimated an cointegration model. but i am not sure how can i write error correction model and normalized parameter values of two cointegrate vector. btw there are two cointegrate vectors according to results of trace statistics. Help please !!!
I have estimated an cointegration model. but i am not sure how can i write error correction model and normalized parameter values of two cointegrate vector. btw there are two cointegrate vectors according to results of trace statistics. Help please !!!