About Imposing VEC Restrictions

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.

Moderators: EViews Gareth, EViews Moderator

Reynaldo2007
Posts: 9
Joined: Sun Jan 17, 2016 7:21 pm

About Imposing VEC Restrictions

Postby Reynaldo2007 » Tue Jun 25, 2019 6:36 pm

Dear all,

I set up a VECM and I want to impose restrictions through "Imposing VEC Restrictions". I know I can set restrictions on alpha and beta. But, Can I set restrictions in the short-run coefficients? If yes, how can I do it? If not, How can I set these restrictions?

Kind regards,

Reynaldo

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 4 guests