Mariano Alvarez <[email protected]> wants to use Stata to estimate the
parameters of vector error-correction (VEC) models.
Stata 9 has a full suite of estimation and interpretation commands for VEC
models. Mariano should use the -vec- command for estimation and he should
type
. help vec postestimation
to learn about specification testing and interpretation.
--David
[email protected]
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/