Re: [Gretl-devel] Proposal of new feature
On Thu, 3 Mar 2011, Marcin B�^Bażejowski wrote:
The idea is not excluding obs (which would be interesting) but
creating dummies for i.e. looking for structural breaks or just
shocks. Such dummies are helpful in model selection procedures,
proper identifying AR(p) structure and so on.
OK, I see the point, thanks.
Allin