Hi all,
I've noted that the $vecGamma accessor does not grab the coefficient of the exogenous unrestricted variables. See the example below:
<hansl>
open denmark.gdt
list ENDO = LRM LRY
list EXO = IBO IDE
list DEXO = diff(EXO)
list DEXO += lags(1,DEXO)
vecm 2 1 ENDO ; DEXO ; #optional:EXO
matrix gamma = $vecGamma
print gamma