On Tue, 31 Jan 2006, john w wrote:
1. Now constant, trend and seasonals are "remembered", but
if you
remoove some variable from a list in VAR and VECM module this is
not "remembered". When re-estimateing again remooved variables are
present. It will be better that Gretl "remembers" only the LAST
estimated specification
I thought that was what gretl did. Could you give a specific
"recipe" for getting the behavior you describe (i.e. remove variable
how, from which list box)? Thanks.
2. It will be better to put "Lags" settings option wright
after
"Add" option in OLS module. It is more practical and the same
logic is present in VAR and VECM module.
I think that may be better. It raises the question of how to handle
IV estimation ("two-stage least squares") -- where should be button
be placed in that case?
Also try to consider the following suggestions:
1. Now what is missing is the F test of zero restrictions for
exogenous variables in VAR/VECM for every equatation and for a
system as a whole !!! It will be a great help.
I take it you mean exogenous variable other than deterministic ones
such as constant and trend?
I'll get back to your VECM suggestions shortly.
Allin.