Partial system

A forum for questions and answers regarding the CATS cointegration procedure
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MC128
Posts: 33
Joined: Tue Jun 16, 2009 5:55 am

Partial system

Unread post by MC128 »

Hi,

I would like to ask a quick question about partial system....where some weakly exogenous variables entered the cointegration relation as well as entering as lags in the equation of endogenous variables. May I ask, does the same analysis still apply if the variables are now strongly exogenous rather than weakly exogenous? Will there be any issue involved?

MC
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