Hi Carla,

SUR is possible but AFAIK the systems estimators in gretl do not offer
built-in robust standard errors.

But maybe it still helps to look at the help for the 'system' command,
because depending on what you want the matrix accessors $uhat, $sigma
etc. may make it possible to adapt the estimation results to your needs.
(But of course I understand that you may want to have it all
pre-packaged instead.)

cheers,
sven

Carla Fernandes schrieb:
> Hello
> My name is Carla and use gretl recently. So, I would like 
> to know  if it is possible estimate a equations system 
> with the method SUR (for time series) with the option of 
> robust errors and what is the scipt for this function.
> Grateful for the attention.
> Regards.
> 
> 
> ___________________________________________________________
> Carla Fernandes
> Prof. Adjunta Convidada
> Universidade de Aveiro - ISCA
> Apartado 58
> 3811-953 Aveiro
> Portugal
> Telefone: + 351 234 380 110 / Fax: + 351 234 380 111
> e-mail: carla.fernandes(a)ua.pt
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