Search found 1 match
- Thu Dec 16, 2010 4:39 am
- Forum: Estimation
- Topic: impose restriction in vecm
- Replies: 0
- Views: 2852
impose restriction in vecm
My output equation is GDP = CPI + M1 + TBILL If i want to test null hypothesis of (coefficient of M1) =0 by using vec restriction Following is given by eview when i click on VEC Retrictionn. Restrictions may be placed on the coefficients B(r,k) of the r-th cointegrating relation: B(r,1)*GDP + B(r,2)...