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st: how to test constraints with vec models?
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.
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