Re: [Gretl-devel] [Gretl-users] SVAR estimation
Am 11.07.2011 04:50, schrieb Allin Cottrell:
However, I take Jack's point about the inherent difficulty of
building an SVAR specification via the GUI. Personally I'd consider
that pretty much insane, and I'd have no problem with introducing
the SVAR package as CLI-only.
I'm still not convinced. Say for example you have a three-variable SVAR
and you want to do a B-model, and also only short-run restrictions. So
the user only has to specify the six zeroes in the B matrix. I really
think this should be possible via the GUI.
Having said that, maybe I should give it a try myself. So I would try to
package Jack's SVAR functions in a way that at least simple cases can be
done via the GUI. Let's see how that goes.
cheers,
sven