[Gretl-users] subsampling and continuously shrinking sample !

[Arnaud Bervas]

Thank you Allin for your reply. As I understand, it's not possible to force 
Gretl to keep the initial range of dates once you remove some dates within 
this range (?). Anyway, there is clearly a problem of continguity for HAC 
estimator.
I stll have a problem with the sub-sampling function. When I restrict a 
variable to positive values and run OLS, it turns out that when I do this 
OLS estimation a second time, the sample shrinks and the estimates change 
accordingly. I don't understand why the restriction does not operate once 
for all ?
Thnaks for your help