Recent changes to 67: optional use of asymptotic approximationshttp://sourceforge.net/p/gretl/feature-requests/67/2011-07-09T15:00:29Zoptional use of asymptotic approximations2011-07-09T15:00:29Z2011-07-09T15:00:29ZPedro APhttp://sourceforge.net/u/albarran/http://sourceforge.net3ab8015a790d41598bb326c3d039f2bea28c36a5It would be nice that there was an option to choose asymptotic aproximations in testing output \(t-ratio, test for joint significance, Wald test of linear restriction, etc.\) instead of the exact statistics and distributions used to compute p-values under the normality assumption. One might want to use OLS without assuming normality in the same maner that one is not always willing to asume homoscedasticity or lack of serial correlation.
It would be the user choice to prefer believing in normality of errors or in asymptotic approximations in finite samples