Goodmorning,
I am having the same kind of trouble and I was wondering wether you got an answer in the meantime?
Thank you for sharing it if it is the case...
N.
Search found 2 matches
- Fri Oct 22, 2010 2:23 am
- Forum: Econometric Discussions
- Topic: Coefficient tests in a VECM
- Replies: 2
- Views: 5132
- Fri Oct 22, 2010 2:04 am
- Forum: Estimation
- Topic: Restrictions on A-Matrix coefficients in a VECM
- Replies: 0
- Views: 2616
Restrictions on A-Matrix coefficients in a VECM
Goodmorning, * does anyone know how to impose restrictions on the coefficients of the VAR part of a VECM (A Matrix) in E-views 7? For instance, I am studying the interest-rate pass-trhough between the eonia and the overnight deposit rate : d(ovdep(t)) = a1.(ovdep(t-1) - B.eonia(t-1) - K) + a2.d(eoni...