[Gretl-users] Re: De Jong's diffuse approach
Am 17.10.2025 um 17:08 schrieb Paolo Chirico:
Hi all,
I'm not sure which script is correct for De Jong's diffuse approach.
For example, for De Jong's exact diffuse, which of the following is
correct?
A) SSMod.diffuse=2
SSMod.dejong=1
B) SSMod.diffuse=2 --dejong=1
Hi Paolo,
the user guide in section 36.8 says "...by adding sequential=1 or
dejong=1 to the bundle", so to me that sounds like your option A. Are
you having trouble with it?
(BTW, option B does not look like valid syntax in any case, because the
double-dash options only apply to gretl "commands", not to assignments
like this one.)
cheers
sven