I was wondering how I go about testing for whether the parameters in the cointegration equation take on particular values.
For instance, after
use http://www.stata-press.com/data/r9/txhprice, clear
vec dallas houston
if I type
test [D_dallas]L._ce1 == 1
then I obtain
( 1) [D_dallas]L._ce1 = 1
chi2( 1) = 205.98
Prob > chi2 = 0.0000
However, if I type
test [_ce1]houston == 1
I obtain
equation [_ce1] not found
So my question is how to I conduct the test
[_ce1]houston == 1
Richard
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