Re: [Gretl-users] vector autoregressive

If I understood well, this is possible in JMulTi under "Subset restrictions".Manny Date: Mon, 29 Apr 2013 18:16:58 +0100 From: kaabiayman(a)gmail.com To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] vector autoregressive thanks sven . that's exactly what i want . who understand what i want please describe me how can i do this. 2013/4/28 Sven Schreiber <svetosch(a)gmx.net I think Aymen means to have the same lags in each equation, but with a "gappy" structure, for example include the first and third lags, but not the second (everywhere). Then the VAR-OLS-estimation would still apply. Vaguely I think there was a discussion about this some time back, but I don't remember the result. Of course it's still possible to specifiy this manually as a system and do OLS, but it's not very convenient. sorry, sven Am 28.04.2013 20:54, schrieb Summers, Peter: _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users