[Gretl-devel] VECM restrictions and scaling

[Allin Cottrell]

On Thu, 13 Sep 2007, Sven Schreiber wrote:

> Also still w/o restricted exogenous variables? 

I've now made a start on this.  For now it's script-only, and the 
syntax is

vecm order rank yvars ; exog. vars ; restricted exog. vars

(As before, one should use option flags to get the basic 
restricted const or trend.)

I've run a simple example OK but I don't have any benchmark to 
test the results against.  The IRF bootstrap will certainly not 
work right at this point, and it's possible some other things are 
broken too.  I'll have a further go at this before long.

CVS and Windows snapshot.

Allin.