Computes the model discribed in Bauwens Lubrano and Richard pp.278
"A Money Demand Equation"
x(t) = ( m(t), y(t), r(t) )'
x(t), m(t) : log of deflated money stock (M1)
y(t) : log of deflated disposable income of households
r(t) : log of ( 1+R(t) ) , R(t) being the interest rate
on three-month treasury certificates
With annual data trending upwards over the sample period 1953-1982,
we use two lags (p=2) and leave the intercept unrestricted.
This is only the first part of the estimation. Here we have only estimated the
Beta vector. To get the other parameters I need to complete the program with CRES