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Re: Re: st: Wald test on beta coefficients of VECM
From
Maarten Buis <[email protected]>
To
[email protected]
Subject
Re: Re: st: Wald test on beta coefficients of VECM
Date
Tue, 15 Oct 2013 15:00:22 +0200
Isn't that coefficient already constrained to 1? The error message
would then be a bit confusing, but it would make sense that you would
not be able to test that constraint.
Hope this helps,
Maarten
On Tue, Oct 15, 2013 at 2:37 PM, Vanessa Gunnella
<[email protected]> wrote:
> Dear Maarten, thanks for your suggestion. Unfortunately, I cannot make it work.
> I added the option -coeflegend- to the -vec- command and it gives me the following legend:
>
>
> beta | Coef. Legend
> -------------+----------------------------------------------------------------
> _ce1 |
> deR | 1 _b[_ce1:deR]
> der | 0 _b[_ce1:der]
> deinfl | 2.768362 _b[_ce1:deinfl]
> deogap | -1.43199 _b[_ce1:deogap]
> _cons | -10.52718 _b[_ce1:_cons]
> -------------+----------------------------------------------------------------
> _ce2 |
> deR | -2.78e-17 _b[_ce2:deR]
> der | 1 _b[_ce2:der]
> deinfl | -.3931947 _b[_ce2:deinfl]
> deogap | -1.581206 _b[_ce2:deogap]
> _cons | -4.697086 _b[_ce2:_cons]
>
> Hence, I tried with
>
> test (_b[_ce1:deR]==1)
>
> but it gives me the error:
> "equation _ce1 not found"
>
>
>
> *
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--
---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany
http://www.maartenbuis.nl
---------------------------------
*
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