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st: estimation of VECM


From   "Theodorou, C." <ct51@leicester.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: estimation of VECM
Date   Thu, 4 Aug 2005 16:39:44 +0100

i am running a trivariate VECM and i would like to know how to impose the restrictions implied by the "theoretical" cointegrating vector.

for example

3 variables x1 x2 and x3. x1 and x2 should cointegrate with CIV (1 -1) and x2 and x3 should also cointegrate with the same CIV.

what are the stata commands to impose these restictions?

thank you
costas

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