[Gretl-devel] status

[Riccardo (Jack) Lucchetti]

On Sun, 27 Jan 2008, Sven Schreiber wrote:

> Not much is happening recently on the gretl lists and trackers (which is not 
> a bad sign).
>
> Are there any further features in development right now? If not, would it be 
> an option to make another release, after leaving some time for translators? A 
> couple of bugs have been fixed since the last release, including at least one 
> crash (panel-related). Or should some of the feature requests be targeted?

The single thing I personally believe we're most lacking is a richer 
offering of models in the GARCH family. Futurdorko is now working on a 
user-level implementation, which will eventually lead to a native 
implementation, but the times are a bit uncertain as of now.

Plus, after some discussion with Ignacio in Bilbao, it seems worthwile to 
add a convenient way to use the Kalman filter at the user level. Several 
areas could benefit from this (user-written weird arma stuff, structural 
models à la Harvey, DSGE modellers...). I've got some very preliminary 
material; in the (highly unlikely) event I find some time to work a little 
more on a proposal, this may show up in the next version.

On the panel front, I guess sooner or later we'll have to find some time 
for implementing Blundell & Bond's System-GMM estimator for dynamic linear 
models, but, as usual, time is the most binding constraint.

I guess that progress will be much faster if/when the number of people 
submitting code rises. Of course, ideally it should be C code, but I do
realise this is difficult. However, gretl's scripting language is IMO now 
powerful enough to write non-trivial algorithms, and those would obviously 
be most welcome too. I put at 
http://www.econ.unian.it/lucchetti/gretl/Bilbao_slides.tgz
the presentations I did in Bilbao a couple of weeks ago. These cover 
several aspects that people may find interesting. Comments are of course 
welcome, especially on their suitability for a larger audience than 
gretl-devel.

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti