Sven, I'm cc-ing this to the developer list because I think it's the best place for this discussion On Wed, August 30, 2006 21:31, Sven Schreiber wrote: variables etc. is not fun and it's already implemented in a nice dialog, so why not use it? Well, because IMO it doesn't "feel" like a good idea to have too many fetchable variables post-estimation. It's a balancing act here: a few things would be simple to do in a script, but you're likely to use them a lot (think $uhat), some other things would be more cumbersome (example: $jbeta) so we might as well make them fetchable once estimation is over for the user's convenience, even if you're unlikely to use them except in few special situations. In my mind S00 & co. belong to neither group, but I'm open to be convinced of the contrary. Well, it seems it isn't. :-( But basically, this is what "restrict" does after "vecm"; the corresponding GUI element is "Test/Linear restriction" from the VECM output window. It looks like the manual needs to be beefed up a little. Actually, a chapter on hypothesis testing wouldn't hurt. results through a different algorithm from ours. We do VECMs as per Johansen's book; results and what PcGive yields. Please try to reproduce the Denmark example you find in Johansen's book. The data are available as denmark.gdt among gretl example datasets. JMulTi seems to do strange things with VECMs. I exported the denmark dataset to JMulTi format via the new ad-hoc facility: then, I could reproduce the same results we have in gretl for almost everything (descriptives, VARs, etc.) but VECMs proved impossible. I understand you know the main developer of JMulTi personally: it may be a good idea to ask his opinion if/when we're certain that results are indeed different. If you could do the same with MicroFit too, that'd be great. Riccardo "Jack" Lucchetti Dipartimento di Economia Facoltà di Economia "G. Fuà" Ancona