Search found 2 matches
- Tue May 03, 2016 10:47 pm
- Forum: Programming
- Topic: Programing Restriction VECM
- Replies: 4
- Views: 5283
Re: Programing Restriction VECM
Thanks! Now it works!
- Tue May 03, 2016 4:41 am
- Forum: Programming
- Topic: Programing Restriction VECM
- Replies: 4
- Views: 5283
Re: Programing Restriction VECM
Hello! I have problems with programming restrictions on betas in VECM with 2 cointegration vectors. So when I estimate vecm with restrictions manually and then go to Capture, I see the following: var var01 var01.append(coint) B(1,1)=0, B(1,3)=0, B(2,2)=0, B(2,4)=0 var01.ec(c,2) 1 2 log(x) log(y) log...