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Re: st: How to simulate VECM
From
Lucas <[email protected]>
To
[email protected]
Subject
Re: st: How to simulate VECM
Date
Fri, 3 Jan 2014 08:52:26 -0800
I'm not sure. But the Pfefferpopson multiplier can be useful, as long
as you add the Wilsterfuffle adjustment.
HTH :-)
Sam
On Fri, Jan 3, 2014 at 8:31 AM, fede liberini <[email protected]> wrote:
> 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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