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\name{bh5lrtest}
\alias{bh5lrtest}
\encoding{latin1}
\title{Likelihood ratio test for restrictions under partly known beta}
\description{
This function estimates a restricted VAR, where some of the
cointegration vectors are known. The known cointegration relationships
have to be provided in an \eqn{p x r1} matrix \eqn{\bold{H}}. The test
statistic is distributed as \eqn{\chi^2} with \eqn{(p-r)r1} degrees of
freedom, with \eqn{r} equal to total number of cointegration relations.
}
\usage{
bh5lrtest(z, H, r)
}
\arguments{
\item{z}{An object of class \code{ca.jo}.}
\item{H}{The \eqn{(p \times r1)} matrix containing the known
cointegration relations.}
\item{r}{The count of cointegrating relationships; \cr
inferred from \code{summary(ca.jo-object)}.}
}
\details{
Please note, that the number of columns of \eqn{\bold{H}} must be
smaller than the count of cointegration relations \eqn{r}.
}
\value{
An object of class \code{cajo.test}.
}
\references{
Johansen, S. (1995), \emph{Likelihood-Based Inference in Cointegrated Vector
Autoregressive Models}, Oxford University Press, Oxford.
Johansen, S. and Juselius, K. (1992), Testing structural hypotheses in a
multivariate cointegration analysis of the PPP and the UIP for UK,
\emph{Journal of Econometrics}, \bold{53}, 211--244.
}
\seealso{
\code{\link{ca.jo}}, \code{\link{alrtest}}, \code{\link{ablrtest}},
\code{\link{blrtest}}, \code{\link{bh6lrtest}}, \code{\link{cajo.test-class}},
\code{\link{ca.jo-class}} and \code{\link{urca-class}}.
}
\examples{
data(UKpppuip)
attach(UKpppuip)
dat1 <- cbind(p1, p2, e12, i1, i2)
dat2 <- cbind(doilp0, doilp1)
H1 <- ca.jo(dat1, type='trace', K=2, season=4, dumvar=dat2)
H51 <- c(1, -1, -1, 0, 0)
H52 <- c(0, 0, 0, 1, -1)
summary(bh5lrtest(H1, H=H51, r=2))
summary(bh5lrtest(H1, H=H52, r=2))
}
\author{Bernhard Pfaff}
\keyword{regression}
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