Timeline for Why do we need a VECM specification if the I(1) processes are cointegrated?
Current License: CC BY-SA 4.0
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| Feb 17, 2023 at 13:08 | history | edited | Christoph Hanck | CC BY-SA 4.0 |
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| Nov 22, 2021 at 19:12 | comment | added | John | I was just looking at Engle & Granger (1987) and wondering how they derived one of the formulas and this does a really great job of explaining it. | |
| Mar 25, 2019 at 17:32 | comment | added | Young | I never saw such a parsimonious derivation of VECM form, thanks! | |
| Mar 25, 2019 at 17:31 | vote | accept | Young | ||
| Mar 15, 2019 at 15:39 | history | edited | Christoph Hanck | CC BY-SA 4.0 |
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| Mar 15, 2019 at 12:25 | history | edited | Christoph Hanck | CC BY-SA 4.0 |
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| Mar 15, 2019 at 9:18 | history | answered | Christoph Hanck | CC BY-SA 4.0 |