[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 committed and snapshotted a somewhat less ragged version 
of the code for handling restricted exogenous variables.

I've also tested against the Boswijck and Doornik Neerlandica 
example.  They scale the restricted trend variable to get the 
coefficients on a nicer scale.  Previously I was just using 
gretl's "--crt" flag, but now I've tried removing --crt and
appending 

trend = t/100

as a restricted exogenous variable.  This example works nicely.

Allin.