Hello
Anyone know how can I calculate the value of the beta parameter when I know
the number of cointegrating relationships between two variables.
I mean, I using the procedure: ca.jo I do the following:
summary (ca.jo (UR [, c (2.52)], type = "trace" ECDET = "trend", K = 2, spec
= "longrun"))
given that there is a cointegration relationship as I can get the values of
B restricted? There is an object "V" for that feature but I can not apply.
Thank in advance
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