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Re: st: RE: VEC: Missing Output Data
From
Barbara Engels <[email protected]>
To
[email protected]
Subject
Re: st: RE: VEC: Missing Output Data
Date
Thu, 7 Jul 2011 13:35:15 +0200
The problem I see is for example in this output:
> Identification: beta is exactly identified
> Johansen normalization restrictions imposed
> ------------------------------------------------------------------------------
> beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> _ce1 |
> tfp_in | 1 . . . . .
> lnbrd | 6.25e-17 . . . . .
> lnfrd | 5.55e-17 . . . . .
> lllneduexp | -3.33e-16 . . . . .
> llnftl | -.0461967 .0200468 -2.30 0.021 -.0854877 -.0069057
> impshare | .0132646 .0020457 6.48 0.000 .0092551 .0172741
> _cons | -.3241717 . . . . .
Why is there no Std. Err. etc. for lnbrd, lnfrd, ... ?
And still, I don't really know how I could make an ECM out of the vec results.
Thanks,
Barbara
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