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st: exogenous variables in vec models
i'm a new user of stata. i'm trying to run a vec.
vec x y z
then i want to include exogenous variable a b c but only want for a to
enter x, b to enter y and c to enter z. how do i include exogenous
variables in vec (stata returns an option exog( ) not allowed message)
and how do i impose the said restrictions once i'm able to put them in
as exogenous? thanks in advance.
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