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About Imposing VEC Restrictions

Posted: Tue Jun 25, 2019 6:36 pm
by Reynaldo2007
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