[Gretl-users] testing restrictions on VECMs

Allin Cottrell cottrell at wfu.edu
Sat Aug 18 14:19:15 EDT 2007


As mentioned in some previous messages, I've been doing a lot on 
VECMs lately, building on what Jack and I figured out early in the 
summer.

I've now documented the current state of affairs reasonably fully.  
Comments welcome.

US letter paper:
http://www.ecn.wfu.edu/~cottrell/gretl/vecmtest.pdf

A4:
http://www.ecn.wfu.edu/~cottrell/gretl/vecmtest_a4.pdf

The current Windows build uses gtk 2.10.  It won't work on 
Windows9X, but should run better on more recent Windows versions.

Allin.


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