Path: news.mathworks.com!not-for-mail
From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Re: Estimation of a vector error correction model
Date: Wed, 4 Nov 2009 04:54:01 +0000 (UTC)
Organization: PatientsLikeMe
Lines: 12
Message-ID: <hcr1d9$9ql$1@fred.mathworks.com>
References: <hcqf13$l7$1@fred.mathworks.com>
Reply-To: <HIDDEN>
NNTP-Posting-Host: webapp-02-blr.mathworks.com
Content-Type: text/plain; charset="ISO-8859-1"
Content-Transfer-Encoding: 8bit
X-Trace: fred.mathworks.com 1257310441 10069 172.30.248.37 (4 Nov 2009 04:54:01 GMT)
X-Complaints-To: news@mathworks.com
NNTP-Posting-Date: Wed, 4 Nov 2009 04:54:01 +0000 (UTC)
X-Newsreader: MATLAB Central Newsreader 1841757
Xref: news.mathworks.com comp.soft-sys.matlab:582239


"Chris" <AzizC0rn@bluestring.com> wrote in message <hcqf13$l7$1@fred.mathworks.com>...
> Dear Matlab users,
> 
> I was wondering if anyone has estimated a Vector Error Correction model (e.g. between two cointegrated variables) based on the code of spatial econometrics of Johansen's cointegration test (http://www.spatial-econometrics.com/coint/johansen.m)
> 
> Any suggestions on how to implement/start with will be greatly appreciated,
> 
> Thank you

It is not clear from your question whether you are struggling with the theory, or the implemenation in MATLAB.  If you Google "spatial econometrics", one of the first few links will be a massive PDF guide to the toolbox, which may be helpful.  I have you tried to implement and failed, I suggest you post some code and ask specific questions.

the cyclist