Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: VECM WITH CONSTRAINTS
From
Abubakari Addy <[email protected]>
To
[email protected]
Subject
st: VECM WITH CONSTRAINTS
Date
Sun, 28 Mar 2010 10:29:29 -0700 (PDT)
Dear Statalists,
I'm using Stata SE9 to implement VECM with constraints on the cointegrating vector and adjustment parameters.
The dependent variables are i,r,o and p. The rank is one and Lag is two.
I've identified o as weakly exogenous and would like to proceed to run VECM with constraints on the cointegrating vector and adjustment parameter.
I would be grateful if you would show me how to place the constraints.
Thank you.
Abubakari
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/