[Gretl-users] Re: VECM long-run impact matrix

On 15/09/2025 21:12, Cottrell, Allin wrote: In gretl git, I've added a couple of elements to the vecm_info bundle inside the $system bundle that can be retrieved after estimation of a cointegrated VAR. Thanks, Allin, this is very nice. * "JC": the matrix that Johansen refers to as 'C' (and that Artur was interested in), namely C = \beta_{\perp} (\alpha_{\perp}' \Gamma \beta_{\perp})^{-1} \alpha_{\perp}' (1995, page 49). Since this matrix lacks an "official" name, I'd suggest we could simply call it "long_run", or something like that.