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st: F test on VECM

From	Nat Tharnpanich <nt289@cam.ac.uk>
To	statalist@hsphsun2.harvard.edu
Subject	st: F test on VECM
Date	07 Apr 2011 19:25:05 +0100

equation obtained from VEC command? Normally, we can use -test- on anordinary regression. But it does not work in VECM. Thank you so much foryour help. Nat

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Follow-Ups:
- Re: st: F test on VECM
  - From: Charles Koss <hqtiger@gmail.com>

References:
- st: rolling regression and hypothesis testing
  - From: Nat Tharnpanich <nt289@cam.ac.uk>
- st: RE: rolling regression and hypothesis testing
  - From: Nick Cox <n.j.cox@durham.ac.uk>
- Re: st: RE: rolling regression and hypothesis testing
  - From: Nat Tharnpanich <nt289@cam.ac.uk>

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