How can I test the coefficients of the cointegration vector?

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danorod
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Joined: Thu Jun 02, 2016 10:49 am

How can I test the coefficients of the cointegration vector?

Postby danorod » Thu Jun 02, 2016 10:56 am

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!
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