Dear Professors,
I already know how to use the syntax in estimating the SVAR/SVEC model in the Gretl. However, I couldn't found how to get the table for the forecast error variance decomposition.
Moreover, can the set identification be used in the SVEC model too?
I also humbly suggest that in the future that the VAR/VEC model is designed to support other forms of IRF & FEVD such as the generalized version.
Thanks with best regards
Timmy.