How to test long run exclusion and weak exogeneity in VECM

[Jpchoti]

I'm new about Stata. I run VEC model. I have 4 export price series and 1 cointegrating equation.
I'd like to test those hypotheses to examine if for each country is price leader or follower.
Please inform me how to deal with Stata, or give me some suggestions.
Thank you in advance.

[Steve Samuels]

This is a forum about posting and registration issues, not about Stata and statistics questions. Post on the General forum http://www.statalist.org/forums/foru...ussion/general. But before you post, do two things; re-register with your full real name, first and last, as your user name. This is long-time Stata practice, one that promotes professionalism, and it and will improve your chances of getting a good answer. You can re-register via the "CONTACT US" button at the bottom of the page. Second, carefully read the Advice on posting http://www.statalist.org/forums/help#gfaq_postingadvice car. For example, show the exact commands you've used and the Stata output. Then frame your question in terms of those results. Also, be sure that you have used all of Stata's built-in help about your question; use the "See Also" link in the Stata help for your command and check out the available post-estimation commands.