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