Hi to everyone! I was wondering how can you code a VECM in stata to allow it to include exogenous variables. For the VAR, you simply have to add exog(varlist) but I have been searching in the help guide and it does not tell you how to do it with the VECM. It would be really helpful if someone could help me because I´ve been looking everywhere and did not find anything. Thankyou for your time and attention!
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