On Mon, 19 Oct 2009, Sven Schreiber wrote: > Erhanfadli Azrai schrieb: >> Hello everyone. >> >> Can the command 'system' and 'estimate' be used for structural var >> equation? or alternatively, could anyone point me to a manual or >> write-up to do svar using gretl? > > Unless there have been secret additions recently, SVARs are not > implemented yet in gretl. To my knowledge there are no SVAR guides for > gretl.
I've got some gretl functions for doing SVARs, but they're not as polished as I'd like them to be. I'll try to post something soon(ish). Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti
