tables after VEC

[Das]

After using the command vec, I would like to make tables of the long run results (the estimated parameters of the cointegrating equations, i.e. the 'b table', stored in e(beta)). Is it possible to do this with the any of the outreg, outreg2, estout, etc. commands?

[John Gallup]

You can trick outreg into displaying the e(beta) values by posting them to the e(b) (and e(V)) matrices. You can only post to the e() values within an eclass program, as done in the code below. You should check that degrees of freedom, etc. are correct if you are making use of them after switching out the e() values.

webuse rdinc, clear
vec ln_ne ln_se, lags(3)
outreg

capture program drop ebeta
program ebeta, eclass
mat beta = e(beta)
mat Vbeta = e(V_beta)
local N = e(N)
ereturn post beta Vbeta, obs(`N')
end

ebeta
outreg

The ebeta program replaces e(b) and e(V) with the values in e(beta) and e(V_beta).

John