[Gretl-users] VARs: Historical FEVD and restrictions
Dear Gretl users,
I have two questions concerning VARs:
1. Is there any built in function in gretl for historical forecast error
variance decompositions?
2. Is it possible to estimate a recursive linear VAR imposing zero
restrictions on some coefficients? That is, is it possible to estimate a
VAR with a block exogenous set of variables?
Thank you,
Gabriela
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