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