[Gretl-devel] Re: [Gretl-users] VECM estimation

On Wed, 30 Aug 2006, Sven Schreiber wrote: > On second thought, I think general linear restrictions (as in 4.4 of > the paper) are normally enough... > I guess the nice matrix and scripting capabilities of gretl would also > be enough to make that work, so I could help with the prototype. It > would be useful, however, if one could access some preliminary > variables/matrices from the Johansen procedure (like S00, S11 etc.) > from a script, similar to what $jalpha apparently does now. That shouldn't be too hard to arrange, but it'll take me a day or two as I'm pressed by other things right now.