Dear Allin and Riccardo,

I was wondering whether it would be possible to add some features in Gretl that some of us will find extremely useful (provided I guess it is not such a big burden to code them).

The first is related to systems: I was wondering whether it would be possible to add the ability to include identities in systems estimated with estimators other than FILM; it would be very useful to have such an ability for forecasting / simulation purposes, even if estimation is not fully efficient; in any case OLS / IV estimation of systems should give more robust results.

A related extension would be to develop a framework to imitate the EViews model functionality: add single (estimated or not) equations or systems of equations to a bigger model and simulate this structure. I understand that this is much more complex from a computational and programming point of view than the previous suggestion.

Perhaps you could start with systems having recursive structure so as to initially avoid the problem of finding the solution satisfying all equations in all periods.

A third very useful feature in my opinion relates to graphs: it is very useful to have subplots in the same graph, as in matlab / octave. graphpg is a substitute with limitations, not least in the number the way you put the subplots.

Secondary graph request: is it possible to allow for other linestyles like the usual dashes, dots etc in Gretl without editing gnuplot files?

Finally (to Riccardo only) : please, when it is possible add some remaining functionalities to SVAR package. First, there is no reason (and should not be very difficult) to have AB models for VECMs (as eventually these are also VARs). Secondly, please try to add long run restrictions on permanent shocks. Essentially, would it be possible to allow more general identification restrictions like in Jmulti or Warne's SVAR?

A related thing is that it would be nice to have a function to simply estimate the structural factorization. I think that the necessary ingredients to do that is the variance covariance matrix form the VAR / VECM and a pattern matrix holding restrictions and free elements; could you have a public function to do just that, or how is it possible to do that in the current state of the SVAR package? I tried to do it myself that but the code is so complicated that I gave it up.

Thank you for all the good stuff you have given us so far. I hope these are not too much to ask.

Andreas Zervas