Coefficient tests in a VECM

[Szi]

Hi,

I am having some troubles with estimation using a VECM in Eviews 6.

When I estimate the VECM using 'quick...estimate VAR', Eviews doesn't let me perform coefficient tests on the coefficients of the model. The only way I have been able to do this has been to transform the model into a system (which requires some alterations to the specification for identification purposes), and then use the Wald Coefficient Tests option.

Unfortunately in the current 5-variable model I am using, it is not possible to estimate it using the system specification. Is there any way to perform Wald coefficient tests directly on the VECM that Eviews Estimates? It is definitely possible, I'm just looking for a way to do it in Eviews.

Cheers

[nacordemans]

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.

[Szi]

Unfortunately nobody has replied my original query.
:(
Maybe its not possible in Eviews and we need to use a different program?