Timeline for How to interpret standard errors and t-values in error-correction terms?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Feb 3, 2015 at 7:32 | vote | accept | dreamon | ||
| Jan 30, 2015 at 11:33 | comment | added | Richard Hardy | If I am not mistaken, first the cointegrating vectors are estimated and the ECTs are formed. Only then (given the estimated ECTs) is VECM estimated. But I may be wrong about forming the ECTs before the VECM is being estimated... See also this post | |
| Jan 30, 2015 at 11:32 | history | edited | Richard Hardy | CC BY-SA 3.0 |
deleted 291 characters in body
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| Jan 30, 2015 at 11:17 | history | answered | Richard Hardy | CC BY-SA 3.0 |