Manny - 2013-01-23

Dear Markus,

once upon a time, when estimating subset models under VAR, there was a LR test for subset restrictions. Something like that (which is still available in subset VECM estimation menu (Stats pannel)):

LR-test (H1: unrestricted model):   9.6676 
p-value(chi^2):                    0.7861 
degrees of freedom:                14.0000

…and now is missing. Is it possible to bring it back?

Thank you.