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 "Model".

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.

Ekkehart

Hi Ekkehart

does the function (once installed) load and run from the Gretl GUI menu and if so which particular menu item ?

many thanks

Brian

Brian J Revell
Professor Emeritus
Agricultural and Food Economics
Harper Adams University
Newport
Shropshire
TF10 8NB
Tel 01952815237.

Sent from my Galaxy S8+

On Tue, 11 Jan 2022, 08:59 Ekkehart Schlicht, <schlicht@lmu.de> wrote:

Hi all,

here is a Gretl function package for estimating time-varying coefficients in linear models:

http://www.semverteilung.vwl.uni-muenchen.de/mitarbeiter/es/software/VCwrapper.zip

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.

Ekkehart

Ekkehart Schlicht
Professor emeritus of Economics
Department of Economics
Ludwig-Maximilians-Universität München
Research Fellow, IZA
www.semverteilung.vwl.uni-muenchen.de/ekkehart
ekkehart.schlicht@econ.lmu.de

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