Fellow gretl-users,
Do any of you have any experience using gretl for structural VAR work?
On a related note, is there a way to get impulse responses from a
non-choleski decomposition? I'm thinking of something along the lines of
the "impulse" command in RATS: impulse(vcv=blah) ... where 'blah' is my
covariance matrix.
Any thoughts, comments & suggestions would be most welcome!
PS
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Dr. Peter Summers
Assistant Professor
Department of Economics & Geography
Texas Tech University
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