Hi everybody,
just a quick notice that recently two new contributed function packages
have seen the light of the gretl world:
- 'ARprobit', which implements the Kauppi&Saikkonen approach to estimate
a dynamic Probit model including an autoregressive term (in addition to
lags of the dependent dummy).
- 'hamilcycle', which applies the simple but already popular proposal by
Hamilton to do a regression-based filter of a time series to obtain a
cyclical component (based on an idea by Jack a year ago)
As always (sorry for being repetitive) you can get these and other
contributed packages online from within gretl ("fx" button at the
bottom, or through the menu File/Function packages/On server).
cheers
sven