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]
Re: st: F test on VECM
From
Nat Tharnpanich <[email protected]>
To
[email protected]
Subject
Re: st: F test on VECM
Date
08 Apr 2011 12:49:03 +0100
So basically in order to do the F test in VECM, one must impose a
restriction on the coefficient on which we like to test and see if it is
accepted by the LR test. However, we must be careful about the number of
restrictions and the parameters to be estimated. Please correct me if I am
wrong. Nat On Apr 8 2011, Charles Koss wrote:
I have run this code:
clear
webuse rdinc
constraint 1 [_ce1]ln_ne = -1
constraint 2 [_ce1]ln_se = 1
vec ln_ne ln_se, bconstrainsts(1/2)
and got error message too: option bconstrainsts() not allowed
Is this the error message that you are refering to?
Charles
--
Nat Tharnpanich
Downing College and Department of Land Economy
University of Cambridge
CB2 1DQ
[email protected]
*
* 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/