VECM long-run impact matrix
by Artur T.
Hi all,
I would like to retrieve the long-run impact matrix, called "C" in
Johansen's jargon.
After estimating a vecm, there is item "C". Is this object the matrix I
am looking for (I could not find anything in the docs)?
Furthermore, in a recent paper by Juselius, she reports standard errors
for C. Is this information also stored in the system bundle?
Here is an example to what I refer to:
<hansl>
set verbose off
open denmark
vecm 2 2 LRM LRY IBO IDE --rc --quiet
bundle b = $system
print b.C
</>
1 year, 1 month
- 4
- 8
Package updates (August 2025)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of August 2025, 3 package
were updated to a new version:
"kmeans", by Artur Tarassow (K-means clustering algorithm)
"series_calculator", by Sven Schreiber (Nice GUI for simple series
calculation)
"QMLSV", by Paolo Chirico (univariate stochastic volatility models)
Sorry if this message comes relatively late in the month, but I am just
back from holiday.
Download and enjoy!
--
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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1 year, 2 months
- 1
- 0
error with db.nomics addon trying to access OECD data
by Sven Schreiber
H,
I just opened File/Databases/DB.NOMICS/Browse... , and in the new window
with the providers I double-clicked on OECD. This yields an error
message "... not conformable ... in function dbnomics_dsets_for_provider
... dsnames[j] = B[i].name" Other providers work OK.
This is with a snapshot from Aug 22nd. I vaguely remember that there
were problems in the past, because some providers (OECD?) introduced @
characters in their codes or so. Is this a similar problem?
thanks
sven
1 year, 2 months
- 2
- 1