Which C compiler and BLAS/LAPACK library should I use: gretl's numerical efficiency in different configurations. - Marcin Blazejowski (Comput. Stat., 2024)

Bayesian model averaging for VAR models: gretl-based implementation. - Marcin Blazejowski; Pawel Kufel; Jacek Kwiatkowski (Comput. Stat., 2026)