Package updates (March/April 2025)
by Riccardo (Jack) Lucchetti
Dear all,
this message is to inform the community about the activity in our
function package repository: during the months of March and April 2025,
6 packages were updated to a new version:
"LocalProjection", by Gerardo Sebastián Díaz Muro & Eduardo Valencia
(Impulse response functions via local projections)
"MSVAR", by Sven Schreiber (Markov-Switching VARs)
"StrucBreak", by Riccardo "Jack" Lucchetti and Sven Schreiber
(Autodetection of structural breaks in linear models, Bai-Perron style)
"frontier", by Francesca Di Iorio and Riccardo "Jack" Lucchetti
(stochastic frontier analysis)
"ModRS_test", by Daniel Ventosa-Santaulària (Modified Lo's R/S statistic)
"auto_arima", by Artur Tarassow (IC-based automatic SARIMA model selection)
I you'd like to know more on these packages, or simply find out what's
new, the best way is to open the packages page
(https://gretl.sourceforge.net/cgi-bin/gretldata.cgi?opt=SHOW_FUNCS) and
click on the package name or on the [doc] tag if available.
If you're wondering why I crammed March and April together, it's simply
because I forgot to send the report a month ago. My apologies.
Download and enjoy!
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
1 year, 6 months
- 1
- 0