Partial system

A forum for questions and answers regarding the CATS cointegration procedure

Partial system

Postby MC128 » Wed Oct 28, 2009 3:58 am

Hi,

I would like to ask a quick question about partial system....where some weakly exogenous variables entered the cointegration relation as well as entering as lags in the equation of endogenous variables. May I ask, does the same analysis still apply if the variables are now strongly exogenous rather than weakly exogenous? Will there be any issue involved?

MC
MC128
 
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