[Gretl-users] the ketvals package

(with apologies for cross-posting) Dear all, I'd like to announce a new package, that's available on the gretl official repository, written by Francesco Valentini and myself. It's called "ketvals", and performs estimation of linear models with time-varying parameters by using the non-parametric approach developed by Liudas Giraitis, George Kapetanios and other co-authors. Just to whet your appetite, I'm attaching one of the plots produced by the package sample script. Of course, comments are very welcome. Download and enjoy! ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------