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Re: st: F test on VECM
From
Charles Koss <[email protected]>
To
[email protected]
Subject
Re: st: F test on VECM
Date
Thu, 7 Apr 2011 14:43:08 -0500
you may try this:
clear
webuse rdinc
vec ln_ne ln_se
test [D_ln_se]L._ce1 == 0
test [reference to the equation name ].{reference to the parameter} == 0
did it work?
Charles
--
Charles Koss
http://charlesonnet.blogspot.com
On Thu, Apr 7, 2011 at 1:25 PM, Nat Tharnpanich <[email protected]> wrote:
> equation obtained from VEC command? Normally, we can use -test- on an
> ordinary regression. But it does not work in VECM. Thank you so much for
> your help. Nat
>
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