Hey Enrico, please check chapter 25 in the manual
(URL: http://sourceforge.net/settings/mirror_choices?projectname=gretl&filename=manual/gretl-guide-a4.pdf ) for some examples. Best, Artur 2012/1/9 Enrico Foscolo <enrico.foscolo(a)gmail.com> > Dear Users, > > I would ask you how to estimate partial cointegrated VAR models > assuming that some variables in the original dataset are weakly > exogenous as in Juselius (2006), "The cointegrated VAR model", > sections 11.2 and 11.2.1. > > Thank you in advanced, > > EN > _______________________________________________ > Gretl-users mailing list > Gretl-users(a)lists.wfu.edu > http://lists.wfu.edu/mailman/listinfo/gretl-users >Hey Enrico,
please check chapter 25 in the manual
(URL: http://sourceforge.net/settings/mirror_choices?projectname=gretl&filename=manual/gretl-guide-a4.pdf)
for some examples.
Best,
Artur
2012/1/9 Enrico Foscolo <[email protected]>
Dear Users,
I would ask you how to estimate partial cointegrated VAR models
assuming that some variables in the original dataset are weakly
exogenous as in Juselius (2006), "The cointegrated VAR model",
sections 11.2 and 11.2.1.
Thank you in advanced,
EN
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