Re: [Gretl-devel] gretl website
by Allin Cottrell
On Sun, 10 Apr 2011, Henrique Andrade wrote:
> Now the Portuguese website html file is updated.
Thanks. The update should now be on sourceforge.
Allin
15 years
gretl website
by Allin Cottrell
Just a gentle reminder to any of you who have contributed material
for the gretl website, in translation or otherwise: please try to
ensure that this stays up to date; or if it cannot be updated,
please let me know that I should remove it.
I have just removed a link on the English-language main page to
opensuse rpms for gretl -- which I added in response to a
translator/developer's request -- after testing it and finding
that it's no longer working.
Allin
15 years
VECM experts ahoy!
by Allin Cottrell
I'm trying to upgrade gretl's testing for cointegration rank in a
variety of cases. But I'm stuck on one point: understanding the
relationship between Johansen's famous "five cases" (lucidly
described by Jack in the Gretl User's Guide) and the five cases
discussed by Pesaran, Shin and Smith (Journal of Econometrics,
2000), or "PSS" for short.
Differences arise in relation to the "unrestricted constant" and
"unrestricted trend" cases only. Let's forget the unrestricted
trend, leaving the unrestricted constant. I think I understand
Johansen on this (thanks, Jack!). If the constant, $\mu$, is
restricted to the cointegration space its effect does not "leak
out" into a trend, since $\mu$ is expressible as a linear
combination of the columns of $\alpha$, and $\alpha_{\perp}'\mu =
0$. If the constant is not so restricted, it does leak out and
generate a trend in the levels of the (possibly) cointegrated
variables (call them Y).
Now, as I understand it, PSS have a "Case II" which is identical
to Johansen's restricted constant. Fine. But they also have a
"Case III" which in some way resembles Johansen's unrestricted
constant case except that it does _not_ generate a trend in Y.
This I'm not getting. Can anyone help? I don't understand how you
can "unrestrict" the constant and yet not have it leak out of the
cointegration space into a trend in Y.
Allin
15 years
Conference program
by Sven Schreiber
Hi,
does anybody know at what times the gretl conference starts and ends?
Since it is not trivial to get to Torun, I guess many people need that
information for their travel arrangements.
Today seems to be the last day for early payment at a reduced fee -- it
would be good to put that information about the conference schedule
online, too (or did I just miss it? -- I'm not talking about the
detailed program with paper titles, just the outline of the schedule).
And regarding the payment: The bank transfer account information is
provided on a normal unsecured web page. I hope that somebody checks
that page regularly that it hasn't been hijacked and that the account
information is still correct. Which also leads me to ask the following
question: If I miss the early registration anyway, can I pay the
(higher) fee at the conference, in cash or whatever?
Thanks for your help,
sven
15 years
