Re: . Re: [Gretl-devel] VECM restrictions once again
On Wed, 5 Sep 2007, Sven Schreiber wrote:
[re. the denominator used in calculating VECM standard errors]
I'm not opposed to user choices, but I think one has to be
careful to avoid cluttering the GUI. Therefore in this case I am
inclined to think that it's not worth an explicit option.
I tend to agree with that.
Apart from that I agree that some sort of small sample
correction is desirable. I could look up what PcGive does in the
documentation tomorrow if you like.
Thanks, that would he helpful, since PcGive has established itself
as something of a standard in this area. (I'm less concerned
about emulating what Eviews does.)
Sven, Jack and others: while you were away, I put up a page that
contains an account of where I got to with VECM restrictions,
along with some sample scripts, at
http://ricardo.ecn.wfu.edu/gretl/
Any comments/criticisms would be very welcome.
Allin.