Re: [R] The weak exogeneity test in R for the Error Correction Model?

Betreff: [R] The weak exogeneity test in R for the Error Correction Model? Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f

[R] The weak exogeneity test in R for the Error Correction Model?

Hello all, I would like to carry out a single-equation approach of the Error Correction Model such as Delta_y(t) = a + b*y(t-1) + c*x1(t-1) + d*x2(t-1) + e*delta_x1(t) + f*delta_x2(t) + epsilon(t) Where, a, b, c, d, e, f are coefficients to be estimated, y is the dependent variable, and x1,