[Gretl-devel] --no-fd-corr in system

dear Gretl team, I noticed some problem using --no-df-corr in system using gretl 10.10.1 (built date 2015-04-04) Let the Klein1 model and consider the Consumption equation the command estimate "Kl1" method=ols give the following results Equation 1: OLS, using observations 1921-1941 (T = 21) Dependent variable: C coefficient std. error t-ratio p-value --------------------------------------------------------- const 16.2366 1.30270 12.46 5.62e-010 *** P 0.192934 0.0912102 2.115 0.0495 ** P_1 0.0898849 0.0906479 0.9916 0.3353 W 0.796219 0.0399439 19.93 3.16e-013 *** but the std. error reported above refer to an estimation with NO DF correction (see Calzolari, 2012, MPRA Paper No. 64415, pag.34, http://mpra.ub.uni-muenchen.de/64415/) while the command estimate "Kl1" method=ols --no-df-corr give Equation system, Kl1 Estimator: Ordinary Least Squares Equation 1: OLS, using observations 1921-1941 (T = 21) Dependent variable: C coefficient std. error t-ratio p-value --------------------------------------------------------- const 16.2366 1.17208 13.85 1.09e-010 *** P 0.192934 0.0820650 2.351 0.0310 ** P_1 0.0898849 0.0815592 1.102 0.2858 W 0.796219 0.0359390 22.15 5.59e-014 *** it seems that the results are associated to the wrong option. Please, check also with the results from a ols estimation just on the consumption equation thanks Francesca ************************************************************ Francesca Di Iorio Dipartimento di Scienze Politiche Universita' di Napoli Federico II via L. Rodino' 22 I-80138 Napoli tel. 081-2538280 fax. 081-2537466 e-mail fdiiorio(a)unina.it ---- 5x1000 AI GIOVANI RICERCATORI DELL'UNIVERSITÀ DI NAPOLI Codice Fiscale: 00876220633 www.unina.it/Vademecum5permille