Am 27.05.2011 13:19, schrieb Javier García:
Hello everybody:
I am trying to estimate a SUR system with some restrictions in the
parameters by means of the menu that Gretl has. I am able to introduce
the different equations properly, but although I write the restrictions
in the screen the results I obtain don't take these restrictions into
account. The code I introduce is something like:
equation x10 x2 x3 x4 x5
equation x6 0
equation x7 0
restrict b[1,2]=b[2,1]
Thanks in advance
Cheers
Javi
I think you must estimate first and then apply the restrictions. So you
shouldn't include the restrict command in the first specification
window. Right after estimation you get another window where there should
also be a menu item saying "test linear restrictions" or similar.
hth,
sven