[Gretl-devel] Re: $xtxinv available after restricted VECM or not?
On Tue, 24 Nov 2020, Sven Schreiber wrote:
I think something needs fixing here, at least the documentation. But
the
"easiest" thing would be to follow the documentation and throw an error
when this accessor is requested after a restricted VECM. Other opinions?
I concur. This statistic doesn't make much sense in the context of VECM
estimation, and if you absolutely need to have it, a few hansl lines
should suffice.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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