follow-up on system estimation in a script

Saturday, 10 December 2011

Hi,
Allin wrote last month:

...
 Here's what's now in CVS (I'm not documenting it yet
because it's still open to discussion):

 A. The simple case with common regressors:

 <hansl>
 open denmark.gdt
 list Y = LRM LRY IBO IDE
 var 3 Y

 list X = const lags(3, Y)
 system method=SUR
   equations Y X
 end system
 </hansl>

 B. With differing regressors:

 <hansl>
 # subset of the Grunfeld investment data (attached)
 open grunfeld.txt

 list Y = ige iwh
 list X1 = const fge kge
 list X2 = const fwh kwh
 # join lists with separator
 list X = X1 ; X2

 system method=SUR
   equations Y X
 end system
 </hansl>

 In form B the composite X-list must contain as many sub-lists
 (joined via ";") as there are series in the Y-list.  
Now I have tried to test and use this, but I don't know how to construct
the semicolon-separated list in a loop (since in general I don't know
the number of equations in advance). Here's what I tried but that didn't
work (on current cvs):

<hansl>
open denmark

list lhs = IBO IDE LRM LRY

list allrhs = null
loop foreach i lhs
    list rhs_$i = LRM(-1) # trivial example
    list allrhs = allrhs ; rhs_$i	# does this work?
endloop

system method=SUR
    equations lhs allrhs
end system
</hansl>

I get the following error:

<error>
 equations lhs allrhs
Command has insufficient arguments

Error executing script: halting
</error>

Any ideas?

BTW, I noticed that one year ago there was already a discussion about
how to construct (SUR) systems in a script, see
http://lists.wfu.edu/pipermail/gretl-devel/2010-December/003042.html
We somehow seem to have forgotten about it in the meantime. Would that
approach still work, I haven't tried it so far?

Thanks,
sven

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