series x = lex_ko
smpl @first 1998m2
equation eq01.ls x c x(-1)
smpl 1998m3 @last
equation eq02.ls x c x(-1)

smpl @all
equation eq_all.ls  x c x(-1)
series ones = 1
group mygrp ones  x(-1)
matrix xx = mygrp
matrix(2,2) Qhat=(@transpose(xx)*xx)/eq_all.@regobs
matrix(2,1) betadiff = eq02.@coefs-eq01.@coefs
matrix(1,1) cc1=eq_all.@se^2
matrix(1,1) cc2=@transpose(betadiff)*Qhat*(betadiff)
matrix(1,1) L=cc2(1)/cc1(1)
matrix(1,1) ci=11/L(1)