cointegration output with restrictions

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stoddj
Posts: 33
Joined: Fri May 28, 2010 5:30 am

cointegration output with restrictions

Postby stoddj » Thu Jul 26, 2018 3:17 pm

This may be a newbie question. I've imposed restrictions on the cointegration equation in a VEC model. The result I see shows only the coefficients on the cointegrating equation, but nothing else -- no standard errors, R-squared, etc. Is there a way to do this?

I can get full regression output via the COINTREG command -- but I don't see any way to impose restrictions with this command and get any resulting output. Any suggestions?

stoddj
Posts: 33
Joined: Fri May 28, 2010 5:30 am

Re: cointegration output with restrictions

Postby stoddj » Thu Jul 26, 2018 6:23 pm

I should have mentioned my version, which is 9.5.


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