Am 12.10.2011 05:37, schrieb Muheed Jamaldeen: > > And using the var option in Gretl what's the best way to specify > heterogeneous (in variables) equation structure? (e.g. to impose block > exogeniety for a small open economy VAR) > > eg. > Y = Y-1 + X-1 + Z-1 > X= X-1 + Z-1 > Z=X-1 + Z-1 > > Thanks!
You would need to specify this equation system "manually" and estimate it via SUR. -sven
