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Re: st: F test on VECM


From   Charles Koss <hqtiger@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: F test on VECM
Date   Thu, 7 Apr 2011 14:43:08 -0500

you may try this:

clear
webuse rdinc
vec ln_ne ln_se
test [D_ln_se]L._ce1 == 0

test [reference to the equation name ].{reference to the parameter} == 0

did it work?

Charles

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

On Thu, Apr 7, 2011 at 1:25 PM, Nat Tharnpanich <nt289@cam.ac.uk> wrote:
> equation obtained from VEC command? Normally, we can use -test- on an
> ordinary regression. But it does not work in VECM. Thank you so much for
> your help. Nat
>
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