Johansen normalization restrictions imposed
------------------------------------------------------------------------------
beta | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_ce1 |
gdp | 1 . . . . .
lnbank | 5.55e-17 . . . . .
lnins | -.5157904 .1978962 -2.61 0.009 -.9036599 -.1279209
lnsec | .7548097 .1578435 4.78 0.000 .4454422 1.064177
_cons | .464098 . . . . .
-------------+----------------------------------------------------------------
_ce2 |
gdp | 0 (omitted)
lnbank | 1 . . . . .
lnins | 1.221895 .8391344 1.46 0.145 -.4227786 2.866568
lnsec | 1.101061 .6692997 1.65 0.100 -.2107422 2.412864
_cons | .8159812 . . . . .
------------------------------------------------------------------------------
ce1是需要的长期协整方程,那么为什么lnbank的标准误没有呢?是因为共线性的问题吗?该如何解决呢?


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