[Gretl-users] Hello Group, On Shaza and other toos

[Allin Cottrell]

On Fri, 28 Jul 2006, Sven Schreiber wrote:

>> What might be added in the next year, depending on how priorities work out:
>>
>> * More advanced hypothesis testing for VECMs.
>
> That one is the only reason why I am still regularly (and legally, mind
> you) using PcGive. If gretl could do that, it would be great. While I
> greatly admire Jurgen Doornik for his work there, I think ten years or
> so is enough in terms of licence fees for his proprietary program. (It
> would also make it easier to leave windows behind, but that's another
> story, and PcGive apparently is being ported to Linux this year.)
> However, I guess that implementing the relevant switching algorithms is
> not trivial, or other packages would already have followed the lead of
> PcGive. Afaics, the best reference is Boswijk and Doornik (2004),
> Identifying, estimating and testing restricted cointegrated systems: An
> overview. In: Statistica Neerlandica 58(4), pp.440-465. See especially
> section 3 (most general and most difficult part I guess).

Thanks for the reference.  Do you have a PDF of that article by 
any chance?  I'd like to take a look and see how difficult it 
seems.

Allin.