[Gretl-users] De Jong's diffuse approach
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
Or neither, but which?
Thanks,
Paolo