 Hi Everyone,
I am doing a time series regression (one dependent time series variable, 6
independent time series variables and 32 annual observations). I have the
problem of cointegration, autocorrelation and multicollinearity. I am
considering an error correction model of the form:
diff(lnY(t))=a+b1*lnY(t-1)+b2*lnX(t-1)+b3*diff(lnX(t))+error
and not able to solve all problems.
Any suggestion how to built a good model that solves these problems? I
appreciate your help.
Thanks,
Bereket

	[[alternative HTML version deleted]]

