install the package by typing
pkg install <path to downloaded VCwrapper.zip> --local
You will be asked whether the GUI menu entry "Time-varying
coefficients (VC)" is to be created as an entry in the GUI for
Click the fx button (third from the right at the bottom of
Gretl's main window.) You can click the "+" in the top row of
the function packages window to install the GUI entry if you
missed that before. Double-click and run the example.
I hope it works, else let me know.
Hi Ekkehartdoes the function (once installed) load and run from the Gretl GUI menu and if so which particular menu item ?many thanksBrian
Brian J Revell
Agricultural and Food Economics
Harper Adams University
Sent from my Galaxy S8+
On Tue, 11 Jan 2022, 08:59 Ekkehart Schlicht, <email@example.com> wrote:
here is a Gretl function package for estimating time-varying coefficients in linear models:
It is a wrapper script for binaries (32bit and 64bit) for Windows and Linux. The script has originally been outlined by Sven Schreiber (thank you a lot!) and further developed by myself. It includes a quite flexible plot function for lists of time series. For further details, see the documentation VCwrapper.pdf that is included in the package.
Here an example output:
I have included the source code for the binaries (written in C). If someone manages to compile a binary for MacOS, I can try to include it in the package, but unfortunately I have only very little expertise with Hansl scripting and none regarding MacOS; so maybe I will fail to produce any useful result. But I would like to try.
If any problem occurs, please let me know! And I would appreciate further suggestions, of course.
Professor emeritus of Economics
Department of Economics
Research Fellow, IZA
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