Hi Carla,
SUR is possible but AFAIK the systems estimators in gretl do not offer
built-in robust standard errors.
But maybe it still helps to look at the help for the 'system' command,
because depending on what you want the matrix accessors $uhat, $sigma
etc. may make it possible to adapt the estimation results to your needs.
(But of course I understand that you may want to have it all
pre-packaged instead.)
cheers,
sven
Carla Fernandes schrieb:
Hello
My name is Carla and use gretl recently. So, I would like
to know if it is possible estimate a equations system
with the method SUR (for time series) with the option of
robust errors and what is the scipt for this function.
Grateful for the attention.
Regards.
___________________________________________________________
Carla Fernandes
Prof. Adjunta Convidada
Universidade de Aveiro - ISCA
Apartado 58
3811-953 Aveiro
Portugal
Telefone: + 351 234 380 110 / Fax: + 351 234 380 111
e-mail: carla.fernandes(a)ua.pt
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