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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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6 years ago
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KitKat29 Author
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6 years ago
Brilliant
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I appreciate what you did here, answered it right Smiling Face with Open Mouth
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2 hours ago
You make an excellent tutor!
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