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?
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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