[Gretl-users] Time-varying coefficients estimation: New version

Hi all, a new version of the TVC package doing time-varying coefficients estimation in available on the Gretl server, along with an updated version of the associated graphical backend TVCplots. As a new feature, a Monto-Carlo check for testing time-variability of regression coefficients has been added. This may also serve in some cases to test the assumption of time-invariance in conventional models. The feature is experimental. Comments are welcome. Cheers Ekkehart Ekkehart Schlicht Professor emeritus of Economics Department of Economics Ludwig-Maximilians-Universität München www.semverteilung.vwl.uni-muenchen.de/ekkehart ekkehart.schlicht(a)econ.lmu.de Tel. +49 (0)8152 9149270