Re: [Gretl-users] SVAR estimation
Em 8 de julho de Riccardo (Jack) Lucchetti escreveu:
On Thu, 7 Jul 2011, Pindar wrote:
Hi there,
>
> I would like to know if someone has already done (a simple) SVAR
> estimation of AB type with GRETL?
> (one that is not a Cholesky decomposition)
>
I have. I plan to do some work on my SVAR package next week, possibly with
Sven's help, if he can (are you there, Sven?).
However, I have a question for the community: as things stand, my SVAR
functions can be used in a script quite nicely, but lack a GUI interface,
simply because I wouldn't know how to design one (eg: how would you specify
contraints through a GUI interface?).
Dear Jack, could you please take a look at the .jpg file attached? It's a
simple proposal for the GUI implementation (more specifically a suggestion
for the matrix of restrictions).
Um abraço,
*Henrique C. de Andrade*
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
Attachments:
- attachment.html (text/html — 1.5 KB)
- SVARGUI.jpg (image/jpeg — 95.8 KB)
