Hello, I was registered in the gretl users list but now I want to contribute with some
code I have been working in.
The problem is that the code is in java and is rather long (10 classes) but the package
would be unique since I do not know any other softare that estimates SARFIMA models in
only one step using pseudo M. Likelihood estimation (other packages uses the 2 step
approximation-first estimating d using a consistent semi-parametric estimation and then
the phi's and theta's).
I am not the developer of the code, a friend of mine (engineer) made it following my
directions so i do not know how to re-write it in C.
So... is it possible for you to re-write the entire package in C?
I think it is a great opportunity to expand gretl capabilities and therefore the ammount
of potential users.
Thank you very much in advance
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