Re: [Gretl-users] DOLS
Am 12.11.2013 17:40, schrieb Riccardo (Jack) Lucchetti:
On Tue, 12 Nov 2013, Sven Schreiber wrote:
>
> I can commit to producing this in the Christmas break, if someone
> reminds me ;-) Or if you cannot wait, do it yourself...
Maybe this could help:
...
loop for j=1..order --quiet
aha, gotcha -- the official syntax is w/o "for"
ols y X dX extra --robust --quiet
right, of course HAC standard errors come built-in in gretl, no extra
hassle...
-sven