On Thu, 25 Mar 2021, Reynaldo Senra wrote: You could use the following script as a starting point. I couldn't be bothered with figuring out the strings for the parameter names, but apart from this I guess that this function should do more or less what you want. <hansl> set verbose off function void print_all_avg_coeffs(bundle mod) N = mod.N c = meanr(mod.fullcoeffs) s = sdc(mod.fullcoeffs', N * (N - 1))' cs = selifr(c ~ s, s.>1.0e-12) k = rows(cs) strings pnames = array(k) printf "\nAverages of heterogeneous coefficients\n" loop i = 1 .. k pnames[i] = sprintf("coeff_%02d", i) endloop modprint cs pnames end function include PMG.gfn open oecddata.gdt --frompkg=PMG list X = DP LNDI bundle b = PMG(LPC, X, 1) commonlag = 1 bundle myopt = defbundle("estshortrun", 1) b = PMG(LPC, X, commonlag, , myopt) print_all_avg_coeffs(b) </hansl> ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------