[Gretl-devel] Re: $xtxinv available after restricted VECM or not?
Am 17.09.2020 um 19:11 schrieb Sven Schreiber:
Hi,
the function reference says that after restricting the alphas in a VECM
you don't get $xtxinv, and I can see the reason why (I think).
However, this seems to work:
<hansl>
open denmark
vecm 4 1 LRM LRY IBO
restrict
a[1] = 0
b[1] = 1
end restrict --full
eval $coeff
eval $stderr
eval $xtxinv
</hansl>
Bug or feature?
Ping - I don't think this has been clarified.
thanks
sven