FWIW, my first reaction ($0.02 worth) is that this (BEKK) would make more sense as a gig
enhancement rather than a separate package. That's not a strong opinion though.
PS
-----Original Message-----
From: gretl-devel-bounces(a)lists.wfu.edu [mailto:gretl-devel-bounces@lists.wfu.edu] On
Behalf Of Riccardo (Jack) Lucchetti
Sent: Tuesday, March 03, 2015 4:13 AM
To: Gretl development
Subject: Re: [Gretl-devel] Function package "quality control"
On Mon, 2 Mar 2015, Henrique Andrade wrote:
Dear Allin,
I'm also glad because I finally start to monitor function packages :-)
Just one more point: what do you think about a new command to install packages using
command line?
I hope tomorrow I start to bug another Gretl-coder: Mr. Jack!
Thanks, Henrique, this is very helpful.
As for my packages, you may want to know that SVAR is being heavily worked on, and I plan
to release 1.0 asap. However, since SVAR is an official add-on, you may also want to skip
it at this point if you don't have time for it (it's considerably bigger and more
complex than most other packages). The same holds for gig, although I haven't worked
on it for a while (but I should!!!).
BTW, while we're on the subject: I have a set of hansl functions for estimating BEKK
models (one of the most popular variants of multivariate GARCH models) which I've been
wanting to make publicly available for a while. Would you guys rather see this as an
enhancement to gig, or as a separate package?
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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