Re: [Gretl-users] SVAR estimation
On Thu, 7 Jul 2011, Pindar wrote:
Hi there,
I would like to know if someone has already done (a simple) SVAR estimation of AB type
with GRETL?
(one that is not a Cholesky decomposition)
I have. I plan to do some work on my SVAR package next week, possibly with
Sven's help, if he can (are you there, Sven?).
However, I have a question for the community: as things stand, my SVAR
functions can be used in a script quite nicely, but lack a GUI interface,
simply because I wouldn't know how to design one (eg: how would you
specify contraints through a GUI interface?). Would it be very bad if I
uploaded SVAR as a function package with _no_ graphical hook? In other
words: is the function package concept an adequate container for something
that is supposed to be hansl-only?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti