RE: st: RE: Post estimation

["joe J." <otharain@hotmail.com>]

> > Scott Merryman wrote
You might try -lincom-.
> >
Thanks Scott for your suggestion.

I tried it but get the following error message after lncom command.

"additive constant terms not allowed".

I m actually trying to do the Engle &Yoo 3 step cointegration estimation. 
The two equations I talked about are the first and the third of these steps. 
They are the following

1.qui reg lnql lnl lnkl lnrdf lnhrd lnfo i2-i19

local a = _b[lnl]

2.qui reg lnqld lnld lnkld lnrdfd lnhrdd lnfod res1L , nocon

*variables are in first difference & res1L is lagged residual from eqn 1.

3.qui reg res2 lnlLb lnklLb lnrdfLb lnhrdLb lnfoLb i2-i19

*res2 is residual from eqn2, and independent variables are lagged & 
multiplied by the coef of res1L

lincom lnlLb  + `a'

additive constant terms not allowed (error message)


Thanks,

Joe

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