Re: [Gretl-users] VECM estimation
by Sven Schreiber
[sending this to the devel-List to avoid user confusion, but please keep
me cc-ed, I'm not subscribed to the devel list]
Allin Cottrell schrieb:
> On Wed, 30 Aug 2006, Sven Schreiber wrote:
>
>> On second thought, I think general linear restrictions (as in 4.4 of
>> the paper) are normally enough...
>
>> I guess the nice matrix and scripting capabilities of gretl would also
>> be enough to make that work, so I could help with the prototype. It
>> would be useful, however, if one could access some preliminary
>> variables/matrices from the Johansen procedure (like S00, S11 etc.)
>> from a script, similar to what $jalpha apparently does now.
>
> That shouldn't be too hard to arrange, but it'll take me a day or two as
> I'm pressed by other things right now.
I wonder whether it was already included in 1.6.0, and if so, how it
would need to be accessed.
thanks,
Sven
17 years, 6 months
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