Good morning,
just a cosmetic issue: I have just noticed that the standard errors of
the alpha coefficients are not shown in the standard VECM output. (I
know it's redundant since the ECTs are in the equations, but then
displaying alpha itself is also redundant, strictly speaking.)
In contrast, the standard errors *are* shown if I implement the
identifying restrictions (on beta for example) manually. It would be
nice if gretl does it by default in the standard setup, too.
thanks,
sven