Hi all,

Is it possible to capture the results from Wald tests linear restrictions similarly to what we can do with $model into a bundle?

Let me use an example file from Gretl:

<hansl>

open AWM18.gdt

# model 1

ols YER const PCR GCR

bundle bundle1 = $model

# Apply the linear restriction

restrict

b[2]-b[3]=0

end restrict

</hansl>

I'm interested in the test statistic, p-value and eventually degrees of freedom. Any very simple way to retrieve them, without computing manually from bundle1 results?

Thanks in advance,

Filipe Costa