Standard errors of cointegrating vectors

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Daisuke Mori

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Oct 11, 2019, 9:12:56 AM10/11/19
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Hi everyone,

I have a question about VECM() command in tsDyn.
It does not outputs standard errors and significance stars for coefficients of cointegrating vectors (estimated by ML).
And vcov() does not extract such information.
Are there any way to get them?

Best wishes,

Daisuke Mori
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