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Blazejowski, Marcin and Kwiatkowski, Jacek (2020): Bayesian Model Averaging for Autoregressive Distributed Lag (BMA_ADL) in gretl.

Błażejowski, Marcin and Kufel, Paweł and Kwiatkowski, Jacek (2018): Model simplification and variable selection: A Replication of the UK inflation model by Hendry (2001). Published in: Journal of Applied Econometrics , Vol. 35, No. 5 (2 August 2020): pp. 645-652.