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- Thu Aug 02, 2012 8:35 pm
- Forum: General Econometrics
- Topic: Error Correction Model
- Replies: 2
- Views: 8941
Error Correction Model
Dear All, How do we estimate the error correction model from the output of the EndersSiklos procedure (as shown in Enders W., Siklos P. L.,(2001) "Cointegration and threshold adjustment", Journal of Business & Economic Statistics, 19(2), 166-176). Compare to enders and granger proc, we...