Re: [Gretl-devel] VAR autocorrelation testing

Am 28.03.2017 um 07:43 schrieb Sven Schreiber: > Am 28.03.2017 um 00:28 schrieb Allin Cottrell: >> 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. BTW, there seems to be some overlap with the datasets on: http://www.jmulti.de/data_atse.html Maybe those are useful for other examples in the book.