Re: [Gretl-devel] VECMs with holes
Sven Schreiber schrieb:
Riccardo (Jack) Lucchetti schrieb:
> a) plug \beta in the VECM and run FIML/GLS/whatever to handle
the
> restrictions on the G_i matrices
see above, that would be the PcGive way
sorry I forgot: and also Jmulti does it like that (where you can choose
different ways of pre-estimating the cointegration coefficients)
-s