Dear Prof.,
I am researching Dynamic Simultaneous Equation Models (DSEMs), and I
understand that Gretl can handle this. I am certain of how endogenous
variables respond to exogenous variables; however, I have encountered
difficulty in algebraically demonstrating how endogenous variables could
respond to each other within the model, as I found in Oxmetrics. I would be
very grateful if you could assist me with materials that explain the
algebraic representation of the mechanics involved.
Yours
Timmy John