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| From | Barbara Engels <engels.ba@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: RE: VEC: Missing Output Data |
| Date | Thu, 7 Jul 2011 13:35:15 +0200 |
The problem I see is for example in this output: > Identification: beta is exactly identified > Johansen normalization restrictions imposed > ------------------------------------------------------------------------------ > beta | Coef. Std. Err. z P>|z| [95% Conf. Interval] > -------------+---------------------------------------------------------------- > _ce1 | > tfp_in | 1 . . . . . > lnbrd | 6.25e-17 . . . . . > lnfrd | 5.55e-17 . . . . . > lllneduexp | -3.33e-16 . . . . . > llnftl | -.0461967 .0200468 -2.30 0.021 -.0854877 -.0069057 > impshare | .0132646 .0020457 6.48 0.000 .0092551 .0172741 > _cons | -.3241717 . . . . . Why is there no Std. Err. etc. for lnbrd, lnfrd, ... ? And still, I don't really know how I could make an ECM out of the vec results. Thanks, Barbara * * 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/