Re: [Gretl-users] Discrepancy in autocorrelation tests?
Am 12.10.2011 05:37, schrieb Muheed Jamaldeen:
And using the var option in Gretl what's the best way to specify
heterogeneous (in variables) equation structure? (e.g. to impose block
exogeniety for a small open economy VAR)
eg.
Y = Y-1 + X-1 + Z-1
X= X-1 + Z-1
Z=X-1 + Z-1
Thanks!
You would need to specify this equation system "manually" and estimate
it via SUR.
-sven