Am 24.11.2020 um 19:36 schrieb Riccardo (Jack) Lucchetti:
On Tue, 24 Nov 2020, Sven Schreiber wrote:
> I think something needs fixing here, at least the documentation. But the
> "easiest" thing would be to follow the documentation and throw an error
> when this accessor is requested after a restricted VECM. Other opinions?
I concur. This statistic doesn't make much sense in the context of VECM
estimation, and if you absolutely need to have it, a few hansl lines
I checked again with a Dec 12th snapshot, this is still (erroneously, in
our view) returning the $xtxinv. Should I file a ticket?