Hi guys, following up on the discussion today at the conference, there actually is at least one question with the gretl tag on CrossValidated (CV) which hasn't gotten a satisfactory answer (IMHO -- this was asked two months ago and I missed it because I haven't checked CV in recent months). Here it is: https://stats.stackexchange.com/questions/266399/how-to-deal-with-heteros... It's a perfect opportunity for you people to become acquainted with Stackexchange / CV! And to repeat the structure and nomenclature of that site: The whole meta thing is called StackExchange with around 167 sub-communities. The communities of interest for us are: - StackOverflow which is software & programming related - CrossValidated which is about statistics (including econometrics etc.; to complete the confusion the URL of that does not contain that name, but is stats.stackexchange.com) cheers, sven