Re: [Gretl-users] SVAR bootstrap output table etc.
Am 03.08.2016 um 00:16 schrieb jayeryu:
2. There is a red flag for the short and long run restrictions,
though.
I put the two restrictions simultaneously but the results are widely
different from what my coauthor obtained from RATS and GAUSS.
Thanks for reporting your case.
The result from gretl shows a C matrix that looks like one that just
superimposed short and long run matrices in a way that any 0 values in
either of the two matrices replaced the relevant element of the C.
It would be useful if you could copy&paste your restrictions and the C
matrix that gretl shows.
In case you're not using the latest gretl version please also add that
information.
Thanks,
sven