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st: VECM model: estandard errors problem


From   Charles Koss <hqtiger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: VECM model: estandard errors problem
Date   Wed, 23 Mar 2011 15:43:41 -0500

Dear Stata list members:

Hope you can help with this issue related to the Stata software. I am
considering it for estimating a VECM model. After estimation, the
irf's can be estimated, unfortunately, the standard errors are not
provided even by Stata version 11. Therefore, I simply can not do
inference and interpretarion of those results. Has someone made a
routine for solving this problem? If Stata can not do the job
completely (in reference to VECM models), what software would you
recommend to buy? and/or What is your recommendation considering that
I am neither a Statistitian nor a Computer Programmer?

Thank you for the help,

Charles Koss

-- 
Charles Koss
http://charlesonnet.blogspot.com
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