Search found 2 matches
- Sun Apr 22, 2012 4:36 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Weakly exogenous VECM
- Replies: 2
- Views: 5384
Re: Weakly exogenous VECM
Thank you very much for the help.
- Fri Apr 13, 2012 4:07 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: Weakly exogenous VECM
- Replies: 2
- Views: 5384
Weakly exogenous VECM
Hi, I am new to using RATS and am struggling a bit at the moment. I want to estimate a VECM model with consumption and output as the dependent variables, then I want to impose weak exogeneity so that only the change in output is affected by the error correction term, that is, the error correction te...