#4 Restrictions on loading coefficients ( Alpha )

closed
nobody
5
2005-07-27
2005-05-16
MannyCRO
No

Ok, I have another request regarding imposing
restrictions on loading coefficients ( Alpha ) in VECM.
Now it is possible to impose ( specify ) and test
restrictions on Beta, but it will be nice to do this on
Alpha. Will you add this option in future relase?
Manny

Discussion

  • Logged In: YES
    user_id=851970

    that is currently possible in the subset spec panel for
    VECM. There is an option to apply search procedures as well.
    What is missing is
    an LR test for restrictions. This is planned.

     
  • MannyCRO
    MannyCRO
    2005-05-17

    Logged In: YES
    user_id=1275806

    That`s what I ment. To impose numerical restrictions on
    Alpha not only included/excluded and to test this restrictions
    using LR! I`m very satisfied with your answer and I`can wait
    for this option! :)))) Thnx

     
    • status: open --> closed