Hi,
I am also in favor of this feature since one could save a lot of time
and it might be helpful in certain situations.
Maybe this is not that difficult to implement(?)
Cheers,
Artur
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Hi, I have just discovered gretl. It is quite convenient that
insignificant regressors can be sequentially dropped from a
regression. However, sometimes want does not want to drop certain
regressors right away, even if they are insignificant (e.g. variables
in levels in an unrestricted error correction model). Is it possible
to exclude some variables from the routine? How? Best wishes, Till