Hi. I am new in time series and the Stata. I run a VECM model. i am
having error message "error computing temporary var estimates r(111)"
after vecnorm and veclmar when i run the model with "unrestricted
trend" term. The model I try is
vec lnkbs lngdp nr constax, rank(1) lag(4) trend(trend)
If I had run other trend restrictions (like rtrend, constant or
rconstant), I do not have any problem using with vecnorm and veclmar.
Thank you in advance for any suggestion.
Savas
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