Re: [Gretl-users] VECM, Impulse response: gretl crashes
On Wed, 3 Mar 2010, Allin Cottrell wrote:
> By the way, is there anything planned to enable impulse response
> functions for restricted VECM models as for example in Microfit?
We have no plans in that direction at present. If it's important
for you, please feel free to file a Feature Request.
It will be in my SVAR package. I'm sorry about the delay, but I have tons
of class duty this period, so the time I can devote to it is limited. By
the way: I'd like as many people as possible to test a pre-release of it.
If you have some experience with SVARs and time to spare, drop me a line
and I'll send it to you.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti