Hi gretl community,
I am wondered that it is not possible to access the beta matrix of a
restricted VECM. The same holds for the short-run coefficients in this case.
I expected to obtain the respective values after estimating the
restricted model by
$jvbeta
$coeff
But gretl gives only the values for the unrestricted model. Maybe one
could implement the feature that one should get the values for the last
estimated model.(?)
Furthermore, is it possible to access the t-stat or std. error of the
short-run dynamics? $test gives only one value and no matrix output.
Best,
Artur