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mailan
2011 Apr 29
1
question of VECM restricted regression
...0.191992 0.259 0.79646
LRY.dl1 0.075717 0.157902 0.480 0.63389
IBO.dl1 -1.148954 0.372745 -3.082 0.00350 **
IDE.dl1 0.227094 0.546271 0.416 0.67959
> sjd.vecm.rls$beta
ect1
LRM.l2 1.000000
LRY.l2 -1.032949
IBO.l2 5.206919
IDE.l2 -4.215879
Many thanks
Meilan
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