System of equations - Gretl-users - gretlml.univpm.it

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System of equations

ECM

ADF result

Mariusz Doszyń

Monday, 8 December 2008 Mon, 8 Dec '08

4:58 p.m.

Hello.... I wonder if you could give some simple applications of using sur method or, generally, system of equations. Maybe I've missed something but couldn't find any examples in accessible documentation... With regard, Mariusz Poland

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Allin Cottrell

Monday, 8 December Mon, 8 Dec

5:16 p.m.

On Mon, 8 Dec 2008, [iso-8859-2] Mariusz Doszy� wrote:

I wonder if you could give some simple applications of using sur method or, generally, system of equations. Maybe I've missed something but couldn't find any examples in accessible documentation...

You're right, there's not much documentation yet; we're planning to add a chapter on system estimation for the manual but it's not ready yet. In the meantime it may help to look at the example script greene14_2.inp (it's in the gretl package). Allin Cottrell

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Allin Cottrell
Mariusz Doszyń