[Gretl-users] Re: Wald test

Am 22.08.2020 um 10:55 schrieb f.marchini(a)studenti.unibg.it: > Thank you for your answer. Following the literature I adopted the > following equation: > > DLnTBt=a'+Σb'*DLnTBt-k+Σc'*DLnYt-k+Σd'*DLnYWt-k+Σe'*DPOSt-k+Σf'*DNEGt-k+θ0*LnTBt-1+θ1*LnYt-1+θ2*LnYWt-1+θ3*POSt-1+θ4*NEGt-1+εt > > >  where POSt and NEGt are the two variables obtained from the partial > sum of positive and negative changes of the lnREX variable. OK. Please try to use at least some blanks to increase the readability of such a formula line in pseudo-code. (Of course Latex notation would also help, but not necessary.) (BTW, I've seen these constructed partial sums before, but I don't remember whether it was actually OK to apply the standard regression inference theory to them. The answer above ignores those doubts and is just about a restriction formulation in gretl.)