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RE: st: RE: VECM: Stata drops variable


From   DE SOUZA Eric <eric.de_souza@coleurope.eu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: VECM: Stata drops variable
Date   Mon, 11 Jul 2011 10:25:25 +0200

" so I just put a zero in my cointegrating matrix"

Exactly,

Eric

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Barbara Engels
Sent: 11 July 2011 10:21
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: VECM: Stata drops variable

thank you, eric. so I just put a zero in my cointegrating matrix, and that's it. thanks for your patience.

El 11.07.2011, a las 10:17, DE SOUZA Eric escribió:

> For exactly the same reason that I explained in our last exchange. "dropped" means the coefficient is set to zero. See our previous exchange
> 
> 
> Eric de Souza
> College of Europe
> Brugge (Bruges), Belgium
> http://www.coleurope.eu
> 
> 

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