Re: [Gretl-devel] VAR autocorrelation testing
Am 28.03.2017 um 00:28 schrieb Allin Cottrell:
How about Helmut's example on page 174 of his "New
introduction"? (I
still don't have the book itself, but google books gives me quite a lot
of it.) We can now replicate this -- and just as well that I tried
because the trial exposed a nasty bug (my bad), now fixed in git.
Well if you already replicated this, that's great! (I'm talking about
table 4.8 on p.174)
It would be quite nice to include replication of this example in the
VAR
chapter of our User's Guide. Do you think we're OK just grabbing the
dataset (oldish West German data in wgmacro.dta, at
https://ideas.repec.org/p/boc/bocins/lutkepohl.html) and making it
available for gretl? Or if you think that's dodgy, would you mind asking
Helmut for permission?
It very much looks like it's there to be shared. I mean under Biblio
Info it says "paper provided by Boston College Department of Economics
in its series Instructional Stata datasets for econometrics" and it has
an open link. I would just use it.
cheers,
sven