I've now completed an implementation of the option Sven requested:
there's a new menu item under Edit in the model window menu,
"Revise specification...". (CVS and Windows snapshot.)
What it's supposed to do: Open a suitable dialog box (depending on
the sort of model -- ordinary single-equation, NLS/MLE/GMM,
VAR/VECM, simultaneous system -- and/or the estimator used) which
contains a "clone" of the original model specification, ready for
you to revise.
This was quite tricky in some respects and it may not all be right
yet. It's _supposed_ to respect original lag selection and
any options chosen for the original model. Please let me know if
it fails to do so in some cases.
Implementing this for models saved in session files has required
some additions to the set of information saved with models. By
intent these changes are backward-compatible. In addition --
hopefully -- if gretl can't get all the info it wants from older
session files the "Revise" option will degrade gracefully, i.e.
the clone specification may not be exact, but shouldn't be too far
off.
Note that by the design of the gretl model dialog (which is
estimator-specific) you can't use this mechanism to estimate "the
same specification" as a previous model but using a different
estimator. But you might get an approximation to this if you
"prime" the model dialog by re-estimating the old specification
using "Revise", then open the model dialog again. Some aspects of
the dialog are "sticky" and will persist across choices of
estimator.
Allin.