On Sat, 27 Dec 2008, arshad arif wrote:
> i am a new user of gretl. i have a problem i want to perform Lo
> and MacKinlay's variance ratio test and multiple variance ratio
> (MVR) Chow and Denning test
> is it possible to perform this test by using this software .if
> yes would you please help me in this regard how can i perform
> these tests.
The Lo-MacKinlay test is implemented in a function package that
you can download. Go to /File/Function files/On server and look
for lomackinlay. The Chow-Denning test is not implemented, though
I suppose it would not be very difficult to program in gretl.
Allin Cottrell
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