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?
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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