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KitKat29 KitKat29
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6 years ago
In a VECM,
 
  A) past values of Yt -  Xt help to predict future values of Yt and/or Xt.
  B) errors are corrected for serial correlation using the Cochrane-Orcutt method.
  C) current values of Yt -  Xt help to predict future values of Yt and/or Xt.
  D) VAR techniques, such as information criteria, no longer apply.
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jessmall25jessmall25
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KitKat29 Author
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6 years ago
Thank you, thank you, thank you!
Holly72492
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Yesterday
Thanks
Katey_maree
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2 hours ago
this is exactly what I needed
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