[Gretl-users] Re: System of Equations and Kalman/MLE - two suspicions

Thanks Sven, that was helpful. As regards Suspicion 1, unfortunately my restrictions are heavily cross-equation, and non-linear in ways that transforming the variables won't help ... also, I do not care much about testing them. I think the reason non-linear restrictions are not supported in a system is the issue of testing them. How about being able to impose them while losing the ability to test them? Let's say I have complete confidence in my theoretical model...!