[Gretl-devel] Lags in gretl's probit

Hi, I've just noticed that it is possible to add (in the GUI) lags of the binary dependent variable in the built-in Probit routine. However, there are some subtleties involved in this context, so I'm wondering whether this has always been possible? Could somebody provide some background on gretl's implementation? For example, there is this quite recent paper: ROBERT M. DE JONG, TIEMEN WOUTERSEN DYNAMIC TIME SERIES BINARY CHOICE Econometric Theory, 27, 2011, 673–702. doi:10.1017/S0266466610000472 From the abstract: "... it shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of the dependent binary variable are used as regressors ..." Does gretl rely on this particular paper's findings? thanks, sven