[tab]
In the case of unrestricted estimation, this matrix has a number of
[tab]
rows equal to the unrestricted elements of the cointegration space
[tab]
after the Phillips normalization. If, however, a restricted system
[tab]
is estimated via the <lit>restrict</lit> command with the
[tab]
<lit>--full</lit> option, a singular matrix with <math>(n+m)r</math>
[tab]
rows will be returned (<math>n</math> being the number of endogenous
[tab]
variables, <math>m</math> the number of exogenous variables that are
[tab]
restricted to the cointegration space, and <math>r</math> the
[tab]
cointegration rank).
[tab]