Am 26.12.2023 um 18:20 schrieb Olasehinde Timmy:

Dear Prof,

I am aware that the code 'SVAR_restrict(&x, "C", 1, 2, 0)' is to inform Gretl of the nature of the restriction to estimate. I also know that this has to be repeated for several restrictions like in the model. However, I consider this to be rigorous especially when a large matrix is involved. Although, I know how a matrix can be created and used with the SVAR GUI, I don't know how it can be used with the SVAR_restrict(&x, ) function. 

Please, I need to be enlighten if this is possible or if I have to do the imputation for each restriction.

Hello,

the short answer is no, it's currently not possible. We have always thought it's not a big problem, since you typically use copy&paste. But OK, I can see that when you have perhaps n=6 or so, then the needed lines look a bit exaggerated.

I guess there are two things that would be desirable:

First, to specify the entire matrix as with the GUI as you requested. (As a secret, you could in principle use the GUI_SVAR function also in a script. But that is not recommended, as it is not designed for that, and that's why it's not documented.) Technical note: Passing the entire matrix to SVAR_restrict as an alternative argument might be implemented using the very recent "numeric" meta datatype -- this will need some testing but sounds like worth trying.

Secondly, I guess it would be nice to specify the restrictions not just by their index positions in the matrix, but by using the shock names (if they exist) and the variable names, like we recently do with set identification restrictions in SVAR_SRplain, for example. This might require a new function as an alternative to SVAR_restrict, let's see.

thanks

sven

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