Weak Exogeneity test in VECM and the absence of t-statistics in cointegrating equation

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khkboss
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Joined: Thu Jan 07, 2016 10:41 pm

Weak Exogeneity test in VECM and the absence of t-statistics in cointegrating equation

Postby khkboss » Tue Mar 20, 2018 8:58 pm

I took a test of Weak Exogeneity test in my VECM. Having identified weakly exogenous variables, I imposed a restriction on those variables, meaning they are not on the left-hand side, anymore. When I see the cointegrating equation (ranked 1, btw) with the restriction, I cannot find t-statistics (or standard deviation) of each variable but only coefficients although there are t-statistics for delta (change) of variables.
Does not E-view provide that? If yes, how can I find it?

Thank you

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