[Gretl-users] structural VARs

[Summers, Peter]

Fellow gretl-users,

 

Do any of you have any experience using gretl for structural VAR work?
On a related note, is there a way to get impulse responses from a
non-choleski decomposition? I'm thinking of something along the lines of
the "impulse" command in RATS: impulse(vcv=blah) ... where 'blah' is my
covariance matrix.

 

Any thoughts, comments & suggestions would be most welcome!

 

PS

 

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Dr. Peter Summers

Assistant Professor

Department of Economics & Geography

Texas Tech University

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