[Gretl-users] no mu0 and mu1 in estimated results from vecm

Allin Cottrell cottrell at wfu.edu
Thu Sep 20 17:30:26 EDT 2012


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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