Re: [Gretl-devel] [Gretl-users] About estimating the Feasible GLS model
On Wed, 22 Dec 2010, Sven Schreiber wrote:
I don't remember if there was a discussion on this (Jack's
wiki?), but
maybe 'hsk' is a candidate for deprecation, in favor of 'ols .. --hsk'
or something like that?
Haven't thought this through, but it strikes me as quite special to have
its own command.
I don't have strong feelings about "hsk", but I don't think an
option to "ols" works as an alternative, since it's not a case of
OLS. We consolidated the FGLS variants for AR(1) estimation, which
used to have their own commands at one time, under a common "ar1"
command, but I don't see a "natural" place to consolidate hsk.
Allin