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st: How to simulate VECM
From
fede liberini <[email protected]>
To
[email protected]
Subject
st: How to simulate VECM
Date
Fri, 3 Jan 2014 17:31:37 +0100
Hello,
I was wondering if anyone knew the code to simulate a simple VECM or a
bivariate Engle Granger with chosen speed of adjustment parameter and
cointegrating vector parameter.
Thanks, F
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