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RE:Re: st: Wald test on beta coefficients of VECM
From
Vanessa Gunnella <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE:Re: st: Wald test on beta coefficients of VECM
Date
Tue, 15 Oct 2013 12:37:06 +0000
Dear Maarten, thanks for your suggestion. Unfortunately, I cannot make it work.
I added the option -coeflegend- to the -vec- command and it gives me the following legend:
beta | Coef. Legend
-------------+----------------------------------------------------------------
_ce1 |
deR | 1 _b[_ce1:deR]
der | 0 _b[_ce1:der]
deinfl | 2.768362 _b[_ce1:deinfl]
deogap | -1.43199 _b[_ce1:deogap]
_cons | -10.52718 _b[_ce1:_cons]
-------------+----------------------------------------------------------------
_ce2 |
deR | -2.78e-17 _b[_ce2:deR]
der | 1 _b[_ce2:der]
deinfl | -.3931947 _b[_ce2:deinfl]
deogap | -1.581206 _b[_ce2:deogap]
_cons | -4.697086 _b[_ce2:_cons]
Hence, I tried with
test (_b[_ce1:deR]==1)
but it gives me the error:
"equation _ce1 not found"
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