Re: [Gretl-devel] new in CVS
Hi Allin,
thank your for this helpful feature!
Just as a side question. At the moment it seems not possible to access the
break date; at least I haven't found a way to do so. If I am right, would
it be possible to implement an accessor for this? Maybe by using the
bundle-type syntax ($["garch_LR"])?
Best,
Artur
2013/1/2 Allin Cottrell <cottrell(a)wfu.edu>
Something people might like to test: in CVS I've added Bruce
Hansen's asymptotic p-values for the "qlrtest" command, and also
configured it so that if the original model was estimated with the
--robust flag, the sup-Wald test uses the robust variance matrix.
As for the issue I mentioned a week ago (the dating of the "break"),
I notice that Hansen defines it the same way gretl does (the break
period being the first period of the "new regime") so I'm not going
to change that at present.
Allin
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