Up till now, gretl has supported only three-stage least squares for
estimating systems of simultaneous equations. Now, in CVS and in
the win32 snapshot available from sourceforge, I have added support
for FIML and LIML (along with automatic testing of over-identifying
restrictions). I have also added the Hansen-Sargan test for
over-identifying restrictions, for 3SLS and SUR.
I'm looking for help in testing these new additions. I can
replicate the benchmark results for that workhorse, Klein's "Model
1", but I'm finding it hard to find other benchmarks to test
against. So if anyone has datasets on which they've estimated
equation systems using FIML or LIML with other programs, I'd be very
grateful if you could either:
* See if you can replicate the results using gretl, and let me know
what happens; or
* Send me a copy of the dataset and the output from the other
program, so I can try the replication.
Thanks very much for any assistance.
Department of Economics
Wake Forest University, NC
I having some problems with testing linear restrictions. This is occuring both
with debian linux and windows. The attached screenshot shows the problem.
This is trying to impose equality of 2 coefficients using the ETM "ëarnings"
dataset. I guess I forgetting something - any help identifying what it is
appreciated. Thanks, Michael
I observe a strange thin running Dickey Fuller tests:
It's irrelevant if I run this test on an expected stationary or non-stationary
time series. The result of the p-valu i always 0,5!!!
Anybody else has observed this? Is it possible to solve this?
By the way: it's a new nice feature that the AR / MA lags of the Dickey Fuller
Test are now possible with more than 4, but it's not possible to set an lag
order higher than 4 in the ARMA model - WHY?
I'm running version 1.3.0 und Linux and also the windows version.
And: Where have the model selection criteria infos gone? In previous versions,
there where the Standard-Criterias like AIK, R-squared and so on also in the
Dickey Fuller Test-Output.
I'm new to this list and have the following problem:
I want to import Gretl Output (LaTeX) into LyX. But it doesn't work. Among
other errors the relyx tabular* error occurs.
Has anybody got a way to import gretl tables in Lyx?