Assorted news
by Riccardo (Jack) Lucchetti
Folks,
after releasing 1.7.0 a few problems have emerged. Here's my proposal on
how to deal with them:
1) There's a horrendous bug in garch that leads to bogus results if p!=q;
it affects 1.7.0, while earlier versions are ok. It's my fault that this
had gone unnoticed so far (thanks to Lee Adkins for spotting the bug). A
fix for this is already in CVS.
2) Diagnostics for models estimated via tsls leave a lot to be desired. A
version of Godfrey's (1994) autocorrelation test is already in my own
private tree; I'm waiting until Allin's back for his review. However, I'd
also like to implement Pesaran & Taylor (OBES, 1999) heteroskedasticity
test, which shouldn't take long.
3) Not urgent: I've written 2 functions for matrix import/export. Those
are sitting in my private tree right now and I'll submit the to Allin's
attention when he's back.
4) There are a few bugs in the sourceforge tracking system that need to be
addressed; none of them is lethal, but still it'd be nice to have them
fixed asap.
Since 1) is a potentially disruptive bug, I'd like to propose a bugfix
release as soon as possible, fixing 4) as far as possible.
Opinions?
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
