Re: [Gretl-users] Time-Varying Parameters

Dear Allin, I did what you suggested and now everything is working just fine :-) Just one more question and one suggestion. # Question: How to retrieve the residuals for testing (autocorrelation and heteroskedasticity) and the fitted values? Is it necessary to write a function for that? # Suggestion: I think this script is general enough to package it as a Gretl function. I have some ideas for this, but I have little knowledge in Hansl programming :-( Best regards, Henrique Andrade* *