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