Re: [Gretl-devel] VECM restrictions and scaling
On Thu, 13 Sep 2007, Sven Schreiber wrote:
Also still w/o restricted exogenous variables?
I've now made a start on this. For now it's script-only, and the
syntax is
vecm order rank yvars ; exog. vars ; restricted exog. vars
(As before, one should use option flags to get the basic
restricted const or trend.)
I've run a simple example OK but I don't have any benchmark to
test the results against. The IRF bootstrap will certainly not
work right at this point, and it's possible some other things are
broken too. I'll have a further go at this before long.
CVS and Windows snapshot.
Allin.