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var2vec standard errors
Hi all, I'm trying to estimate a VECM model, and I understand the easiest way is to first estimate a VAR model and then to us...
8 years ago | 1 answer | 0
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Exogenous variables in VECM
I am trying to estimate a VECM model using jcitest with an exogenous variable, but I see no way to do this. Can this be done? Al...
9 years ago | 1 answer | 0
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