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- Thu Jun 02, 2016 10:56 am
- Forum: Estimation
- Topic: How can I test the coefficients of the cointegration vector?
- Replies: 0
- Views: 2404
How can I test the coefficients of the cointegration vector?
I have estimated VECM and I want to test if the coefficients of the cointegration vector sum to zero. In particular, I would like to test: B(1,1) + B(1,2) + B(1,3) + B(1,4) = 0. Could you please help me? Thank you very much in advance!