Re: [Gretl-users] Accessors for a restricted VECM
On Sat, 7 Aug 2010, Artur T. wrote:
I am wondered that it is not possible to access the beta matrix of a
restricted VECM. The same holds for the short-run coefficients in this case.
I expected to obtain the respective values after estimating the
restricted model by
$jvbeta
$coeff
Use the --full option with restrict if you want the restricted
model to replace the original.
See section 22.6 of the Gretl User's Guide.
Allin Cottrell