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 =============================== Dr. Peter Summers Assistant Professor Department of Economics & Geography Texas Tech University ===============================
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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 =============================== Dr. Peter Summers Assistant Professor Department of Economics & Geography =============================== |
