1. Degefa heyi
    10 months & 3 weeks ago

    when I perform veclmar it refutes me to output saying “The exogenous variables may not be collinear with dependant variables or their lags

  2. lisa10
    2 years & 10 months ago

    Dear Divya,
    Thank you very much for your posts which are extremely helpful. I am at the first stages of learning econometric. I am sorry to ask this simple question, would you please explain the steps on how to correct the problem of normality on vecm?
    I was running my time-series data with multi-variate vecm approach. When performing normality test on vecm, I got similar problem. I also used GCF as one of my variables and the normality test showed me that only GCF’s not normally distributed, other variables are normally distributed.
    Thank you.

    Kind regards,
    Lisa