Last month in Ancona, Jack Lucchetti, Claudia Pigini and I spent an
intensive week cooking up a new command for gretl. It's called
"join", its job is to pull together data from two or more sources
with the help of keys and/or filters, and -- casting modesty aside
-- we think it's a killer! Stata has a deservedly good reputation
for this sort of thing but we think that in some respects "join" may
put gretl ahead.
It's in CVS and snapshots and we invite you to try it out and give
us your comments. Full documentation with examples of use is
available at:
http://ricardo.ecn.wfu.edu/~cottrell/tmp/join.pdf (US letter)
http://ricardo.ecn.wfu.edu/~cottrell/tmp/join-a4.pdf (A4)
There's also a follow-up on the way, namely an account of how "join"
can be used to handle "real-time" data (time series data indexed not
only by the data to which the data refer, but also by the date on
which they were produced/revised). Expect something on this in the
next few weeks.
Allin