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st: nonlinear restrictions after VEC

From   "Aamer Abu-Qarn" <>
To   "Statalist" <>
Subject   st: nonlinear restrictions after VEC
Date   Sun, 2 Jul 2006 16:01:03 +0200

Dear all,
I have a trivariate model (say x1 x2 x3) and would like to test the 
following restriction after performing VEC:
coefficient of adjusmtment in the first equation (of x1) times the 
coefficent of x2 in the cointegration vector = zero
I tried to use testnl, however, the test doesn't recognize the cointegration 
vector as an equation. when running the command estimates table after VEC i 
get three euqation only (the VEC equations) and no cointegration equation. 
Anybody knows the name attached to the cointegration eqaution by Stata? I 
tried the following restriction in "testnl" but it didn't recognize _ce1 as 
an equation:
testnl [_ce1]x2*[D_x1]l._ce1=0
I would appreciate your help,

  Aamer S. Abu-Qarn, Ph.D.
  Economics Department
  Ben-Gurion University
  P.O. Box 653
  Beer-Sheva, 84105, Israel
  Tel.  +972-8-6472296
  Fax  +972-8-6472941

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