Re: [Gretl-users] Hello Group, On Shaza and other toos

> What might be added in the next year, depending on how priorities work out: > > * More advanced hypothesis testing for VECMs. That one is the only reason why I am still regularly (and legally, mind you) using PcGive. If gretl could do that, it would be great. While I greatly admire Jurgen Doornik for his work there, I think ten years or so is enough in terms of licence fees for his proprietary program. (It would also make it easier to leave windows behind, but that's another story, and PcGive apparently is being ported to Linux this year.) However, I guess that implementing the relevant switching algorithms is not trivial, or other packages would already have followed the lead of PcGive. Afaics, the best reference is Boswijk and Doornik (2004), Identifying, estimating and testing restricted cointegrated systems: An overview. In: Statistica Neerlandica 58(4), pp.440-465. See especially section 3 (most general and most difficult part I guess).