Re: [Gretl-users] vecm comparisons
On Thu, 21 Jan 2010, Sven Schreiber wrote:
> Allin Cottrell schrieb:
> > for VECMs unless you also buy CATS (which I have not done); if
> > anyone has CATS it would be nice to see output from that.
>
> Are you sure one needs Cats? CATS is very powerful, but estimating a
> VECM should also be possible in plain Rats...
OK, I now see how to do a VECM in RATS. You have to somehow
pre-compute \beta, but having got that RATS knows what to do with
it, and the output is identical to gretl's.
Allin.