Re: [Gretl-devel] two issues

On Sun, 10 Jul 2011, Allin Cottrell wrote: > On Sat, 9 Jul 2011, Sven Schreiber wrote: > >> two questions/comments: >> >> Why isn't it possible to specify seasonal dummies for the KPSS test? > > Are we assured that the distribution of the test statistic is > invariant with respect to seasonal dummies? We are. PCB in person said so, so we should be safe: Phillips, Peter C. B. & Jin, Sainan, 2002. "The KPSS test with seasonal dummies," Economics Letters, Elsevier, vol. 77(2), pages 239-243, October. (http://www.sciencedirect.com/science/article/pii/S0165176502001271) I committed some modification to CVS so that the kpss command now accepts a --seasonals option. As everyone knows, GTK mysteries elude me, so you'll find no changes in the GUI client.