Le lun. 21 déc. 2020 à 14:23, Sven Schreiber <svetosch@gmx.net> a écrit :
Am 21.12.2020 um 13:17 schrieb Artur Bala:

Well, it should be the different estimators, no?

Hhhhhhh!!!! Of course IT IS!!!!! And you're right. This is a new set of estimators indeed!!!
That's not my day definitely. Sorry !!!! Thank you Sven (and Kuppusamy) for the reaction!!!
Best,
Artur

(PS. Indeed my mind was stuck to gretl output with --vcv correction which produces no change on estimators... this is why it sounded strange to me that SSR may change...but is was WLS instead :( )