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st: exogenous variables in vec models


From   "Ferdinand Vinuya" <fvinuya@CLEMSON.EDU>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: exogenous variables in vec models
Date   Wed, 11 May 2005 14:50:07 -0400

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. 


ferdinand



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