Dear all,

For me It is always uncomfortable to write about this because I am not skillful enough to program and I really acknowledge and appreciate the efforts all developers do to make available new packages for all Gretl community.

The issue is that the new version of PMG package apparently doesn't report the short run estimates. I really believe that by adding this, the package will be just perfect. On the other hand, the lack of this feature is not desirable.

My main argument with regard to this is the fact that generally the practitioner needs the short term estimates and the loading coefficient. Indeed, in the abstract of the paper proposing the PMG methodology the authors wrote that the PMG estimator "constraints long-run coefficients to be identical but allows short-term coefficients and error variances to differ across groups".

Of course, I really understand the efforts you do and how busy all you are but it would be great if you consider to add this in the future.

Kind regards and very much thank you in advance,

Reynaldo