Dear professors Lucchetti and Schreiber,
 
Very much thank you for your quick responses. Attached is a screenshot with Eviews and Gretl. As you will see, everything is identical with the long run and loading coefficients. However, the"fullcoeffs" output only has identical coefficients for the long run estimates but I dont know which are short run estimates because no coefficients are similar to the ones in Eviews and "fullcoeffs" does not specify which are short and long run coefficients (of course I know which are long run because of the output).  Indeed, apparently, "fullcoeffs" does not report the standard errors.
 
Maybe the way the sort run coefficients are not obtained by OLS in Eviews. I don't know, everything is quite confusing for me.
 
Kind regards,

Reynaldo Senra
 
 
Sent: Wednesday, March 24, 2021 at 3:35 AM
From: "Riccardo (Jack) Lucchetti" <p002264@staff.univpm.it>
To: "Gretl list" <gretl-users@gretlml.univpm.it>
Subject: [Gretl-users] Re: About the PMG package
On Wed, 24 Mar 2021, Reynaldo Senra wrote:

> 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.

No problem. In fact, bug reports and feature requests such as yours help
us develop the package and make it better. Thank you for that.

> 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.

I'm afraid don't quite understand what you mean. Printing out the
individual coefficients for all unit is IMO undesirable. It would be a lot
of output; in most cases, unnecessary. Note that you can access the full
set of coefficients for each unit via the "fullcoeffs" element of the
output bundle. Perhaps we could add an auxiliary function for
pretty-printing them. Sven?

-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)

Università Politecnica delle Marche
(formerly known as Università di Ancona)

r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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