Re: [Gretl-users] data mining with rolling regression and restricted coefficients

On Tue, 4 Sep 2012, Jan Tille wrote: > Thank you [Jack] for your answer and your useful comments, I see the point > your are making. [...] I understand that this is quite bothering. Maybe it > is not as simple as I thought or at least not as simple to implement in > Gretl. I think Jack's point was the other way round: the procedure you're talking could be interpreted in various ways so it's hard to know what count as "right". But having decided on that, it shouldn't be difficult to implement in gretl.