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
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