[Gretl-users] Weak esogeneity and partial cointegrated VAR models
Dear Users,
I would ask you how to estimate partial cointegrated VAR models
assuming that some variables in the original dataset are weakly
exogenous as in Juselius (2006), "The cointegrated VAR model",
sections 11.2 and 11.2.1.
Thank you in advanced,
EN