Re: [Gretl-users] Restrict command after VECM
Am 24.04.2012 21:53, schrieb Allin Cottrell:
On Fri, 20 Apr 2012, Allin Cottrell wrote:
> On Thu, 19 Apr 2012, Sven Schreiber wrote:
>> I wonder whether there would be some way to implement [some
>> easy shortcuts for tests on VECMs] as a
>> function/add-on/etc. without touching the C source?
>
> That's a good thought. It might need a little help from the
> C code level; e.g. the ability to call up the list of
> endogenous variables in the VECM, which I don't think is
> there right now.
There's now a $ylist accessor for VARs and VECMs.
That's nice, thanks. I haven't really thought about the necessity of it,
but while we're at it, would it make sense to also have list accessors
for the unrestricted and restricted exogenous variables? Something like
$uxlist and $rxlist perhaps.
Thanks,
sven