Re: [Gretl-users] New Windows snapshot - Again....
I use Windows version if this can help you.
Yes, that's it Allin!
"Omit" variables is the solution. But why not to extend it on endogenous
variables too!? (Plus deterministics and exogenous variables). This will be
just perfect!
Also, I think that this is possible for VECMs too.
As we are talking about causalities, one of the possible feature could be
the possibility to test Granger causality (block and bivariate or pairwise).
What do you think?
John
From: Allin Cottrell <cottrell(a)wfu.edu>
Reply-To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
To: Gretl list <gretl-users(a)ricardo.ecn.wfu.edu>
Subject: Re: [Gretl-users] New Windows snapshot - Again....
Date: Tue, 31 Jan 2006 13:09:09 -0500 (EST)
On Tue, 31 Jan 2006, john w wrote:
>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.
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