Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Constraints on Coefficients


From   "H. Wang" <hw278@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Constraints on Coefficients
Date   08 May 2006 08:58:43 +0100

Hey

I am testing for absolute form PPP, that is I have to keep the coefficients
on nominal exchange rate, domestic price level and foreign price level
(1,1,-1).

I have tried to use

vec exchange rate, domestic price level foreign price level, trend (rt)
bc(1,1,-1)

However, I have been kept told the constraint 1 is not identified.

Could anyone help me out?

Many thanks in advance

Odette


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index