Re: [Gretl-devel] finishing lrcovar
On Fri, 18 May 2018, Sven Schreiber wrote:
Hi,
the new multivariate long-run covariance function lrcovar is in gretl and
working, but it isn't mentioned in the changelog nor does the function appear
in the reference.
Were there any open questions that we still wanted to settle before making
this official?
This has recently flickered into my consciousness too. I think the
only outstanding issue was whether we wanted to roll lrcovar into
lrvar, via options of some sort. I tend to favour leaving the two
functions separate, in which case all that would be needed is a doc
update (adding lrcovar).
Allin