Re: [Gretl-users] New Windows snapshot - Again....
On Tue, 31 Jan 2006, john w wrote:
Regarding 1.
I tried to estimate VAR with endogenous, deterministics and exogenous
variables. After taht I decided to re-estimate the model again. I again
clicked on VAR module. Now I remooved exogenous variables form the exogenous
list and clicked Ok. The model was estimated ok. Now I decided to again
re-estimate my model. I clicked again on VAR module. Exogenous variables were
present and they shouldn't be because I remooved them in the second
re-estimation.
OK, that's not what I saw on a quick test. I'll try some more
checking.
Regarding 2.
Yes, you are wright. Maybe the solution is to put "Lags" in OLS module after
Add option and to put it down in 2SLS next to Robust std errors box for
example.
OK, that makes sense.
Regarding F test on zero restrictions. Hmm..it will be great to
have F test of zero restrictions for deterministics (const, trend
and seasonals) and for exogenous variables. This will be "Bulls
eye"!
I think it would be best to implement this via the "omit" command
that's currently available for single-equation models -- that is,
extend it to cover VARs. In the GUI program this command would be
accessed via a menu item, "omit variables", under the Tests menu in
the VAR window (it's there at present for single equation models).
In the VAR case the variables displayed as candidates for omission
would be the deterministic/exogenous terms. Then the user can
choose which subset to test.
Allin.