Am 31.01.23 um 15:46 schrieb Sven Schreiber:
Am 31.01.2023 um 12:10 schrieb Sven Schreiber:
> "just" about simulation. It would be interesting to see whether the
> dynamic accounting relationships could be specified in gretl's system
> block as (dynamic) identities. It's not clear to me whether that is
> supported by gretl. (Also noting that the doc in ch. 34 says that
> identities only matter for FIML estimation, so another question is
> about their role in forecasting.)
OK, here's a partial answer with respect to gretl's handling of dynamic
identities in forecasting from a system: It seems to be honored alright.
A trivial and purely artificial but concrete example:
Thanks, nice example, Sven!
Artur