Hello all, greetings from Paris !
First, let me hotly thank you for the work around system estimation. Please
apologize for the late response, having been mobilized on many other things.
Effectively Riccardo, I will have to adapt my scripts to compute the
elasticities by the delta method, thanx again. I used to test different
formulas adapted mainly from Green & Alston (1994) paper, and also a WP from
Barnett and Seck:
http://mpra.ub.uni-muenchen.de/417/
In this paper matrix formulas are given, as you said, differences are small,
and it seems that it is mainly the case for agregate data.
I intended to compute elasticities by bootstrap, but dit not have the time to
work along this line.
A this stage I begin a project where we estimate an AIDS on a pseudopanel, so
it is very good news to be able to retreive the estimated coefficient in
system estimation, thanx Allin !
We intend to test in the future different flexible forms, so they may be
included as functions later, Let me know if you are interested in my progress
along.
Cheers all,
sincerely
Franck