On Sun, 27 Jan 2008, Sven Schreiber wrote:
Not much is happening recently on the gretl lists and trackers (which
a bad sign).
Are there any further features in development right now? If not, would it be
an option to make another release, after leaving some time for translators? A
couple of bugs have been fixed since the last release, including at least one
crash (panel-related). Or should some of the feature requests be targeted?
The single thing I personally believe we're most lacking is a richer
offering of models in the GARCH family. Futurdorko is now working on a
user-level implementation, which will eventually lead to a native
implementation, but the times are a bit uncertain as of now.
Plus, after some discussion with Ignacio in Bilbao, it seems worthwile to
add a convenient way to use the Kalman filter at the user level. Several
areas could benefit from this (user-written weird arma stuff, structural
models à la Harvey, DSGE modellers...). I've got some very preliminary
material; in the (highly unlikely) event I find some time to work a little
more on a proposal, this may show up in the next version.
On the panel front, I guess sooner or later we'll have to find some time
for implementing Blundell & Bond's System-GMM estimator for dynamic linear
models, but, as usual, time is the most binding constraint.
I guess that progress will be much faster if/when the number of people
submitting code rises. Of course, ideally it should be C code, but I do
realise this is difficult. However, gretl's scripting language is IMO now
powerful enough to write non-trivial algorithms, and those would obviously
be most welcome too. I put at
the presentations I did in Bilbao a couple of weeks ago. These cover
several aspects that people may find interesting. Comments are of course
welcome, especially on their suitability for a larger audience than
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche