Hi everybody !
I am a beginner as a user of Gretl and I would be very pleased if someone could help me with a few details. Especially I am interested in possibilities offered by Gretl to make an asymmetric error correction model. I have not been able to find a way to divide my data, or in fact explanatory variables, on the basis of their sign (positive/negative), so that both positive and negative values of them would be in the model at the same time . Is it possible in Gretl at all ?
Sincerely,
Hanne