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st: VEC: t- instead of z-statistics


From   Barbara Engels <engels.ba@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: VEC: t- instead of z-statistics
Date   Thu, 21 Jul 2011 19:33:49 +0200

Dear Statalist,

I want to warm up a question that has been asked in April but not answered so far. 

In a VEC, all reported statistics are z-statistics; in published empirical studies, however, mostly t-statistics are reported. I would prefer the t-statistics but I don't find a switch to change it...

Any recommendations?
Thanks for helping!
Barbara
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