Re: [Gretl-users] SVAR estimation

On Fri, 8 Jul 2011, Francisco López Herrera wrote: On Fri, 8 Jul 2011, Henrique Andrade wrote: Thank you for your suggestion, but I'm afraid it's not as simple as that: JMulTi is (was?) a very clever UI written in java on top of GAUSS code. As a consequence, Markus Krätzig was able to rely on the full power of Swing for constructing the constraint matrices, whereas gretl package writers can only rely on a limited subset of the GTK toolbox. (And no, I DON'T think that should change --- at least in the near future.) As for Henrique's proposal, it's a good starting point; true, we don't have, at present, a user-level widget for modifying a matrix, but I guess Allin could see to it (I couldn't: I simply can't do any GTK-related coding, I'm hopeless at it). But then, the problem is: do we really want the user to input the constraint matrices (in implicit or explicit form)? These could be HUGE; in an n-variate C-model, a constraint matrix in implicit form has n^2+1 columns and at least n*(n-1)/2 rows. If you had a system with 7 variables (not unusual), would you really want to fill up a matrix with 50 columns and 21 rows by hand? Or you could have the option of filling up the restricted elements (the 0s and 1s), but then, what do you put in place of an UNrestricted element? We may agree on some conventional value, like for instance -999, but I doubt that would be considered particularly intuitive. Moreover, in the case of a C-model we'd need to separate somehow long-run from short-run restrictions which, again, I wouldn't know how to do in a simple and clean way. Perhaps the best candidate is a text box à la Eviews, in which you write the restrictions in a hansl-like syntax. That would complicate the code quite a bit, but I like the challenge. The only missing bit would be tyhe possibility of having a resizable text box in our GUI interface to user functions. Allin? PS: I'm cc-ing the developer list, since this is getting a bit technical IMO. Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti