Re: [Gretl-devel] exog. lags in VECM

Allin Cottrell schrieb: > On Thu, 29 Jan 2009, Sven Schreiber wrote: > >> I encountered the following problem when specifying a VECM with >> exogenous variables: >> >> I wanted to specify x(-1) as a restricted exogenous variable. It >> turned out to be not so easy to get the lag in there instead of >> just the contemporaneous value... >> >> Given that the VAR specification dialog has a great interface >> for choosing the lags of exogenous variables, wouldn't it be >> natural to have the same thing in the VECM window? > Yes, it would, but it's very awkward combining the two dimensions > of restricted/unrestricted and lag order via the GUI pulleys and > wheels. However, I've now had a go at this in CVS and Windows > snapshot -- so please test! Thanks, I will, today (hopefully...)