access intercept and trend coefficients after cointreg

[funkymind]

Hello,

I want to run a cointegration regression for a set of variables var1-var10 and save the coefficients of the regressors to a table:

for !x = 1 to 10
table(!x,5) dolscoeff equation hello{!x}.cointreg(METHOD=DOLS,TREND=linear,LLTYPE=AIC,PANMETHOD=GROUPED) var{!x} regressor @determ detvar
dolscoeff(1,2)="beta_coeff"
dolscoeff(!x+1,2)=hello!x.c(1)
next

However, I can not find intercept and trend coefficient as well as coefficients of additional deterministic regressors. Of course, the coefficient would be average values, not individual (country) values.

Best,

K.

[trubador]

Use the "btwcoefs=" option in the cointreg:

Code: Select all

cointreg(METHOD=DOLS,btwcoefs=coefmat,TREND=linear,LLTYPE=AIC,PANMETHOD=GROUPED)

It will save the coefficents to "coefmat" matrix. You can also see the output from an equation editor: "View/Individual Coefficients"