Re: [Gretl-users] VAR with subset restrictions
Hi all,
Is there a quick way to code the following without individually
specifying each right hand side lag?
Y = Y(-1) Y(-2) X(-1) X(-2)
X = Y(-1) Y(-2) X(-1) X(-2)
You can use the lists, eg.
/ list ylist = Y(-1 to -2) X(-1 to -2)/
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