i am running a trivariate VECM and i would like to know how to impose the restrictions implied by the "theoretical" cointegrating vector.
for example
3 variables x1 x2 and x3. x1 and x2 should cointegrate with CIV (1 -1) and x2 and x3 should also cointegrate with the same CIV.
what are the stata commands to impose these restictions?
thank you
costas
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