spreg.spsearch.gets_gns

spreg.spsearch.gets_gns(y, x, w, w_lags=2, robust=None, sig2n_k=True, name_y=False, name_x=False, name_w=False, name_ds=False, latex=False, p_value=0.01, finmod=True, mprint=True)[source]

GETS specification starting with GNS model estimation. Estimate simplified model when t-tests are not significant.