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st: how to test constraints with vec models?


From   "H. Wang" <hw278@cam.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: how to test constraints with vec models?
Date   08 May 2006 13:24:46 +0100

I want to impose restriction on these coefficients as followings

constraint 1 [_ce1]x1=1
constraint 2 [_ce1]x2=-1
constraint 3 [_ce1]x3=1

vec y x, bcons(1,2,3)

However the output shows that constraint1 is not identified.

Can anyone help to give me some explanations, is it because there are only
two co-integrating vectors so that I can only put two restrictions?

I am looking forward to your answers and help.

Thanks

Odette

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