Any output of gamma matrix (short run parameters)

A forum for questions and answers regarding the CATS cointegration procedure
UserCATS
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Joined: Tue Nov 06, 2012 4:16 am

Any output of gamma matrix (short run parameters)

Unread post by UserCATS »

Hello,

I have a technical problem when I use the menu "MISC>SHORT-RUN PARAMETERS" to obtein the gamma matrix. CATS only print the CONSTANT.

I have attached my code and data.

Thanks for any help in advance.
Attachments
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Data.xls
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