The RATS Software Forum

Posted: **Thu Apr 30, 2009 5:16 am**

Hi Tom
any quick trick to estimate a VAR with cointegration but with 2 cointegrating vectors (not using cats, i mean, but through the ect statement into the system definition)?
Thanks a lot
Fabio

Posted: **Thu Apr 30, 2009 8:57 am**

Check page 129 in the reference manual.

Posted: **Thu Apr 30, 2009 10:52 am**

aarghh, so easy ... the user's guide gives example with one vector only (as also does johmle.src) and i though you could only do it with one ...
good to see it's so easy
thanks Tom

The RATS Software Forum

more than one cointegrating vector in var

more than one cointegrating vector in var

Re: more than one cointegrating vector in var

Re: more than one cointegrating vector in var