no mu0 and mu1 in estimated results from vecm
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Dear all,
I have a question that why there are no estimated mu0 and mu1 reported
after command "vecm" with options --uc, --crt, and --ctt?
Thanks
Yi-Nung Yang
Associate Professor
Dept. of International Business
CYCU, Taiwan.
On Fri, 21 Sep 2012, yinung at Gmail wrote:
I have a question that why there are no estimated mu0 and mu1
reported
after command "vecm" with options --uc, --crt, and --ctt?
uc: mu0 is reported as "const" in each equation, mu1 = 0
crt: mu0 reported as "const", mu1 reported as "trend" in beta
ctt: mu0 and mu1 reported as "const" and "trend", per equation.
Allin Cottrell
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