[Gretl-users] SVAR addon update

Dear users (or future users) of the SVAR addon, I guess we forgot to mention the updates to versions 1.51 and 1.52 in recent months. You should be able to get those from the Help menu under "Look for addons" (or similar wording in English, sorry I usually run gretl in the German translation). For new gretl installations these are automatically included. The brand new v1.52 is not a big update and essentially includes some fixes for SVECs (cointegrated SVARs), especially when there are weakly exogenous variables present. (When the loadings matrix alpha is fixed and includes some rows with only zeros. - And BTW, "fixes" does not mean that previous results were wrong, only that something wasn't working before.) The previous updates v1.5 and  v1.51 released back in September are perhaps of more general interest; the central new feature is to deal with heteroscedastic residuals through various new bootstrap variants to get more reliable confidence bands for the impulse responses in those cases. These and other changes are documented inside the PDF help document of the SVAR addon. Needless to say, if you find any bugs or anything that isn't working, it would be helpful to provide feedback, preferably (but not necessarily) here on this list. Thanks sven