. Re: [Gretl-devel] VECM restrictions once again

[Allin Cottrell]

On Wed, 5 Sep 2007, Sven Schreiber wrote:

[re. the denominator used in calculating VECM standard errors]

> I'm not opposed to user choices, but I think one has to be 
> careful to avoid cluttering the GUI. Therefore in this case I am 
> inclined to think that it's not worth an explicit option.

I tend to agree with that.

> Apart from that I agree that some sort of small sample 
> correction is desirable. I could look up what PcGive does in the 
> documentation tomorrow if you like.

Thanks, that would he helpful, since PcGive has established itself 
as something of a standard in this area.  (I'm less concerned 
about emulating what Eviews does.)

Sven, Jack and others: while you were away, I put up a page that 
contains an account of where I got to with VECM restrictions, 
along with some sample scripts, at

http://ricardo.ecn.wfu.edu/gretl/

Any comments/criticisms would be very welcome.

Allin.