Re: [Gretl-users] vecm comparisons
Em 21 de janeiro de 2010 Artur escreveu:
Hi,
I attached the output of JMULTI.
Dear Artur, I think you need to set the endogenous lags (diffs) as 1
(instead of 2).
Allin's model is something like this:
d_LRM = EC1 + d_LRM_1 + ... + e
But you'd estimated something like this:
d_LRM = EC1 + d_LRM_1 + d_LRM_2 + ... + e
Best,
Henrique