Hello,
I would also be very interested in your function, Riccardo.
Best wishes,
Artur
On Mon, 19 Oct 2009, Sven Schreiber wrote:
Erhanfadli Azrai schrieb:
> Hello everyone.
>
> Can the command 'system' and 'estimate' be used for structural var
> equation? or alternatively, could anyone point me to a manual or
> write-up to do svar using gretl?
Unless there have been secret additions recently, SVARs are not
implemented yet in gretl. To my knowledge there are no SVAR guides for
gretl.
I've got some gretl functions for doing SVARs, but they're not as
polished as I'd like them to be. I'll try to post something soon(ish).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti