[Gretl-devel] $jvbeta with restrictions

Hi, this is about VECM details at the scripting level. Consider the example at the bottom of this message. Typically $jvbeta (or equivalently $system.vecm_info.Bvar) has as many rows/cols as the number of free long-run parameters. However, this seems to change when additional (over-identifying) restrictions are imposed. Is this a bug or a feature? And BTW, as a side note or for future reference: $system.vecm_info.Bse (having the same shape as Beta and showing the standard errors) works fine with additional restrictions. Another remark: Some members of the sub-bundle $system.vecm_info are only included when non-empty, such as rlist, xlist, and also $jvbeta. I'm just stating this as a fact, so in general one would have to check with exists() or inbundle() whether they're there, instead of checking with nelem() or so. thanks sven ------- <hansl> open denmark vecm 2 2 LRM LRY IBO ; null ; IDE # IDE is restricted exog. eval $jvbeta # gives 4 x 4, corresponding to free params in beta restrict     b[1,4] = 0 # non-normalization additional restriction                # so only 3 free params remaining     b[1,1] = 1     b[1,2] = 0     b[2,1] = 0     b[2,2] = 1 end restrict --full eval $jvbeta # gives 8 x 8, with many zeros          # and 9 = 3 * 3 non-zero (symmetric) entries eval $system.vecm_info.Bvar # the same, expected (kind of) </hansl>