Dear all,

 

I read the User Guide of Gretl and I only have found explanation on how to set linear restrictions on alpha and beta (jointly or not). However, I couldn't find how to set linear restrictions on the coefficients of the lagged differences of the endogenous variables. 

 

It would be great if you suggest me any pdf or advise about how to do this.

 

Kind regards,

 

Reynaldo