[Gretl-users] Re: SVAR Restriction

Am 28.12.2023 um 21:02 schrieb Olasehinde Timmy: OK sir. Thanks for the response. Nevertheless, I would suggest that the SVAR/SVEC GUI is updated to include the space for names of shocks just like the space provided for indexing the irf to cumulate. Regards John Hello Timmy (or John?) after quite some time, this email thread is almost one year old but it wasn't forgotten. The SVAR addon version included with the recent gretl 2024c release has these related new features: On Wed, Dec 27, 2023, 12:56 PM Sven Schreiber <sven.schreiber(a)fu-berlin.de&gt; wrote: > ... > > First, to specify the entire matrix as with the GUI as you requested. > Such a pattern matrix can now be given to SVAR_restrict as an alternative to the old (and still supported) way. See the adjusted documentation in the SVAR guide (pdf doc). Secondly, I guess it would be nice to specify the restrictions not just by > their index positions in the matrix, but by using the shock names (if they > exist) and the variable names, like we recently do with set identification > restrictions in SVAR_SRplain, for example. This might require a new > function as an alternative to SVAR_restrict, let's see. > Now there is such a new function, namely SVAR_namedrestrict, which allows to do just this. Again, see the documentation. This functionality is not reflected in the GUI, because we need shock/variable name pairs, and it's not so obvious how that should be done with the limited layout options that we have for hansl-based packages and addons. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/