Re: [Gretl-users] Restricted VAR estimation
A SUR model, I'd say.
HTH,
sven
Am 18.11.2010 00:37, schrieb Ofer Cornfeld:
Hi,
What is the best way to estimate in Gretl restricted VAR?
That is, how to estimate a VAR models with some conditions imposed on
the parameters estimated?
With kind regards,
Ofer Cornfeld
TAU
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