Re: [R] coeftest with covariance matrix

On Thu, 16 Mar 2017, alfonso.carf...@uniparthenope.it wrote: Hi all, I want to ask you which is the difference between the specifyng and not specifyng the covariance matrix of the estimated coefficients when performing the coeftest command. coeftest(object, ...) computes Wald statistics

[R] coeftest with covariance matrix

Hi all, I want to ask you which is the difference between the specifyng and not specifyng the covariance matrix of the estimated coefficients when performing the coeftest command. I'm estimating a VECM model and I want to test the significance of the short-run casual effects of the