Dear all, this is to let you know that the contributed function package BoxCoxFuncForm by Jürgen Malitte and myself has been recently updated to version 0.5 and is available on the gretl package server from within the gretl program as usual. Quoting from the help text: This package “BoxCoxFuncForm” has two related features: 1. Provide a specification or goodness-of-fit test assessing two OLS specifications, one where the dependent variable y and the set of regressors in X are left unchanged (levels), and one where logs of y and X are taken. (LevelLogTest) 2. Estimate by Maximum Likelihood the optimal Box-Cox transformations of the dependent and/or independent X variables of a regression. A special case of this is to determine the optimal transformation  parameter of a single variable (which is internally regressed on  nothing but a constant term). (BoxCoxForm) ... This latter possibility of analyzing a single series is actually the main new feature of this version, apart from some internal improvements. Oh, and standard errors for the estimated transformation parameters are now also given (for the BoxCoxForm part). cheers sven