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 committed and snapshotted a somewhat less ragged version
of the code for handling restricted exogenous variables.
I've also tested against the Boswijck and Doornik Neerlandica
example. They scale the restricted trend variable to get the
coefficients on a nicer scale. Previously I was just using
gretl's "--crt" flag, but now I've tried removing --crt and
appending
trend = t/100
as a restricted exogenous variable. This example works nicely.
Allin.