9:22 a.m.
Hi all,
Lately, there's been some discussion on syntax changes that would lead to
backward incompatibility. I am sure we all agree with Sven's position
that, if compatibility has to be broken, it must be done once. Hence, in
my opinion we need to put out each idea anyone may have on modifications
to current commands and functions. In order to gather all the ideas in one
place, I created a page on our hitherto deserted wiki for collecting proposals:
http://gretlwiki.econ.univpm.it/wiki/index.php/Backward-incompatible_chan...
Everyone's invited to read, comment, modify, add (you need to register
first).
The plan is, roughly, to put out 1.7.7 shortly to close a few bugs that
have surfaced recently and then proceed to a backward-incompatible release
(2.0?).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
12:20 p.m.
I made a bunch of comments on that page, though I guess that further discussion (if
needed) should take place here instead of the wiki.
I also had one or two suggestions a while back on the mailing list, but I can't
remember them now and will look for them later.
cheers,
sven
-------- Original-Nachricht --------
Datum: Thu, 21 Aug 2008 11:22:40 +0200 (CEST)
Von: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
An: Gretl developers mailing list <gretl-devel(a)lists.wfu.edu>
Betreff: [Gretl-devel] backward incompatibilities
Hi all,
Lately, there's been some discussion on syntax changes that would lead to
backward incompatibility. I am sure we all agree with Sven's position
that, if compatibility has to be broken, it must be done once. Hence, in
my opinion we need to put out each idea anyone may have on modifications
to current commands and functions. In order to gather all the ideas in one
place, I created a page on our hitherto deserted wiki for collecting
proposals:
http://gretlwiki.econ.univpm.it/wiki/index.php/Backward-incompatible_chan...
Everyone's invited to read, comment, modify, add (you need to register
first).
The plan is, roughly, to put out 1.7.7 shortly to close a few bugs that
have surfaced recently and then proceed to a backward-incompatible release
(2.0?).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
2:46 p.m.
On Thu, 21 Aug 2008, Sven Schreiber wrote:
I made a bunch of comments on that page, though I guess that further
discussion (if needed) should take place here instead of the wiki.
I also had one or two suggestions a while back on the mailing list, but
I can't remember them now and will look for them later.
Exactly my point. The number of changes that we could in principle make is
quite large. The mailing list archive is a _very_ inefficient way to store
all the ideas that may come out of a discussion. I just updated the entry for
"arch" so that it now reflects your thoughts and mine.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
10:32 a.m.
Am 21.08.2008 16:46, Riccardo (Jack) Lucchetti schrieb:
I just updated
the entry for "arch" so that it now reflects your thoughts
and mine.
On the wiki page you clarify what gretl's arch does exactly, which I
didn't know. So if I understand correctly, the difference between 'arch'
and 'garch' without the "generalized" (MA) terms is not just a slightly
different numerical algorithm, but really a different estimator. And the
arch estimator is not the "usual" ML. In that case I guess I would agree
to remove arch. Or is the approach that is used for 'arch' widespread
elsewhere?
Re the Engle-Granger test and Allin's question: AFAIK and kind of
trivially, the Johansen test is asymptotically optimal if all
assumptions about the DGP are met. This should include Gaussian
innovations. But the Johansen test is known to have severe small-sample
distortions. For this and other reasons I think it is perfectly
reasonable to have a variety of cointegration tests. Instead of ditching
Engle-Granger I think the goal should actually be to have more tests
available (but of course this should primarily be done through
user-contributed function packages). Hence my disagreement about the
'coint' issue.
cheers,
sven
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