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- Sun Nov 21, 2021 11:00 am
- Forum: Programming
- Topic: VECM restriction
- Replies: 0
- Views: 24121
VECM restriction
I am writing a backtest prg where I wish to set the value of VECM coefficient COI equation (B(1,1), B(1,2), ...) equal to some estimates. I transform these estimates in scalar objects and I impose the restriction to the VECM coefficients in order to be equal to the scalar objects. Executing the prg ...