Re: [Gretl-users] Signs and Interval of Error Corrections Terms in within a VECM framework
Am 16.10.2012 13:35, schrieb Matthieu Stigler:
So I do not think one can say that the values should be bezween 0 and -1.
This statement is correct. But please forgive me that I'm not going to
contribute to this non gretl-specific discusson apart from this
reaction. (Which doesn't mean that I necessarily want you to stop the
discussion, but I would recommend that the interested people study the
textbook literature as well/instead/first.)
cheers,
sven