Vector Error Correction Model (VECM) - Step 4 of 4

Vector Error Correction Model (VECM) - Step 4 of 4

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Vector Error Correction Model (VECM) - Step 4 of 4
This video demonstrates the estimation of the VECM on EViews. Additionally, I provide interpretations of the output. Sorry, I inadvertently omitted the current values of X (i.e. Xt=0) in the estimation. But no worries, the process of estimation and interpretation remain intact. Enjoy :-)