egrenger ecm coefficient interpretation

[Olivia Johns]

This is a result i got for egranger two tep error correction model estimation.
are these short term coefficients? where are the long term coefficient?

[Sebastian Kripfganz]

You need to add the regress option to obtain the long-run coefficients from the first-stage regression. Note that the Engle-Granger approach might not be the ideal one if you want to do inference on these long-run coefficients as they have a non-standard distribution and the t-statistics / p-values displayed by Stata should not be used, please see slide 6 of my recent presentation at the Stata Conference. This presentation also suggests an alternative to the Engle-Granger approach:
ardl: Stata module to estimate autoregressive distributed lag models (Stata Conference 2016, Chicago)