Am 05.01.2020 um 21:40 schrieb Alecos Papadopoulos:
Thanks Sven, that was helpful.
As regards Suspicion 1, unfortunately my restrictions are heavily
cross-equation, and non-linear in ways that transforming the variables
won't help ... also, I do not care much about testing them. I think the
reason non-linear restrictions are not supported in a system is the
issue of testing them. How about being able to impose them while losing
the ability to test them? Let's say I have complete confidence in my
theoretical model...!
Well, in principle you _could_ set up your system in a GMM block. I also
could imagine some contributed function packages that wrap gretl's GMM
command to represent some special cases related to multiple equation
systems, for example non-linear 3SLS.
(But before you ask, I don't have the time for that.)
cheers
sven
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