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.
