urgent! coefficient significance in VECM

[Anne]

Hello all,

I need some avice regarding the significance of coefficients in a VECM. How can I assess whether the coefficients are statistically significant in a VECM (eviews does not provide the p-values)? From where should I take the critical values of t-statistics to compare with the t-statistics computed by Eviews? I guess it's not the same interpretation as in the OLS method.

Thanks a lot!

Anne

[Steve06]

i have the same question too.
can anybody shed light on this issue, i.e. how to determine whether for example the coefficients to the cointegration equation are significant?

[startz]

It would help to explain what part of the help system is unclear, since there's an entire section on this topic.