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  1. R

    ECM and Classical Assumption Test

    I see. No, I'm just doing ECM not VECM Do you mind giving the source to that information?
  2. R

    ECM and Classical Assumption Test

    hi, thank you..it's error correction mode. classical assumsptions are normality, heteroskedasricity, autocorrelation, multicolinerartion.
  3. R

    ECM and Classical Assumption Test

    Hi guys, When we use ECM, can we not go through classical assumption test?if yes, can you give me some sources to it Thank you,