[Gretl-users] retirement of the gqtest contributed function package

Dear all, the contributed but unmaintained function package "gqtest" is going to be retired soon from the gretl package server. The package implemented the old Goldfeld-Quandt test for heteroskedastic residuals. However, nowadays this test is essentially irrelevant for applied work --as also acknowledged in the package's help text--, the standard recommendation would be to run something like the built-in Breusch-Pagan test as a diagnostic. (In scripting, you can do "modtest --breusch-pagan" with or without the additional "--robust" switch. In the GUI in the window of your estimated model, you would go to the menu Tests/Heteroscedasticity/Breusch-Pagan or /Koenker. Of course, another option is to run White's test.) Secondly, being unmaintained the package has had some technical issues for quite some time now, and so the gretl team decided to retire it. The package has been archived here: https://github.com/gretl-project/gqtest. Of course, you can also keep a local copy for yourself which will continue to work as always. Thanks Sven