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 > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >