Re: [Gretl-users] VAR parameters
On 12/14/2011 11:24 AM, alexkakashi(a)libero.it wrote:
Hi,
I have the following problem. I should estimate a VAR model in which some
parameters are constrained. How can I restrict some coefficients equal to 0 in
gretl?
set up a SUR system:
system method=sur
equation ...
equation ...
equation ...
....
end system
The equation specifying syntax is like for a normal equation.
hth,
sven