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).