大家帮忙看一下,能不能帮我解答这个问题.
assuming that the series are cointegrated, use the "general to specific' methodology to estimate an ECM. You should consider a gerneral dynamic model (with a maximum of 4 lags), then by the imposition of restrictions arrive at a 'preferred' model.
我想问的是,如何建立deltay的模型.