Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE:Re: st: Wald test on beta coefficients of VECM


From   Vanessa Gunnella <vanessa.gunnella2@unibo.it>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
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"



*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index