On Mon, 21 Aug 2006, Riccardo Jack Lucchetti wrote:
although I've been in sleep/suspend mode for a few weeks now,
I managed to get some low-intensity work done.
Great, good to hear from you!
I converted all the example datasets into gretl and reproduced
nearly all the tables in the text. Attached you'll find a
gzipped tarball with all the necessary ingredients.
Nice, I'll take a look. I too am using a new text this
semester, the second edition of Stock and Watson's introductory
book. I have converted the new data files to gretl format and
will add the new package to the gretl data page shortly.
The one thing that gretl cannot be coerced into doing at the
moment is GMM, which is necessary for reproducing Table 5.4.
However, I've written an Ox prototype, which I'm also
attaching. It's very scant on comments, but it should be
Excellent. I'll give some further thoughts once I've had time
to look at the materials.