Re: [Gretl-devel] qlrtest
On Thu, 20 Nov 2014, Artur T. wrote:
I have noted that it is now possible to define a list of variables to
test
for parameter stability which is is really nice!
Nevertheless, even though the break date is provided in the print-out there
is possibility to access this break date. Given that it's possible to store
the test statistics and pvalue, why is it not possible to store the date?
Excuse me, Artur, but of course it's "possible" to store the break
date. It's merely a matter of:
1) Design decision: what shall we call the new accessor variable?
2) Design decision: can this cover any other "extra" information
that might be stored with other hypothesis tests?
3) With the design decisions taken, write 3 or 4 new C functions and
edit maybe half a dozen gretl source files.
4) With the new code added, document it.
5) Test the addition for bugs.
Meanwhile, the gretl developers have classes to teach and even
families to interact with. We're not sitting around watching TV and
eating chocolates!
Allin