[Gretl-users] Package updates (October 2024)
Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of October 2024, 4
packages were updated to a new version:
"Friedman", by Sven Schreiber (nonparametric test for location difference)
"levene", by Marcos Larios Santa Rosa (Levene's Test for equality of
variance across groups)
"BVAR", by Luca Pedini and Sven Schreiber (Bayesian VARs)
"wstats", by Riccardo "Jack" Lucchetti (more weighted descriptive
statistics)
The most important package among the above is, undisputedly, BVAR: not
only it's a fairly comprehensive and efficient implementation of
Bayesian techniques for VAR models (see
https://link.springer.com/article/10.1007/s00180-024-01492-3). The new
version also features massive performance improvements and offers a
valid alternative to Matlab-based packages such as the BEAR toolbox.
Macroeconometricians, be sure to check it out!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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