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- Mon Aug 01, 2011 2:56 pm
- Forum: VARs (Vector Autoregression Models)
- Topic: VECM Entering Intercepts and Trends
- Replies: 1
- Views: 5429
VECM Entering Intercepts and Trends
I am running a money demand model VECM model and wish to allow for an intercept in the cointegrating vector and for a linear trend in the VAR. The closest I can get to this is the following commands which appear to allow for an intercept and trend in the VAR but do not allow for an intercept in the ...