AW: [Gretl-users] handling of session models unstable
by ali.ferjani@art.admin.ch
Hi all,
I'm trying to use gretl's vecm command to estimate asymetry price transmission as :
Long -run dynamic
LogPR(Retail price)=alpha+ beta *logPP(Producer price)
Short-run dynamic
d_logPR (Retail price ) = d_logPR (Retail price )(-1) + d_logPR (Retail price )(-2) +d_logPP (Producer price )(-1) +... Z-plus + Zminus
with
Z-plus = I* (LogPR- alpha- Beta*LogPP)
Z-minus = (1-I)* (LogPR- alpha- Beta*LogPP)
I= 1 when d_u(t-1) >=0 and 0 Otherwise
Does anyone here have a best way to address this? Thanks!
Help is much appreciated!
--------------------------------------------
Dr.Ali Ferjani
Sozioökonomie
Eidgenössisches Volkswirtschaftsdepartement EVD
Forschungsanstalt Agroscope Reckenholz-Tänikon ART
Federal Department of Economic Affairs DFE
Agroscope Reckenholz-Tänikon Research Station ART
Tänikon, CH-8356 Ettenhausen
Tel. 052 368 32 75
Fax 052 365 11 90
ali.ferjani(a)art.admin.ch
www.art.admin.ch
-------------------------------------------
> -----Ursprüngliche Nachricht-----
> Von: gretl-users-bounces(a)lists.wfu.edu
> [mailto:gretl-users-bounces@lists.wfu.edu]Im Auftrag von
> Allin Cottrell
> Gesendet: Freitag, 4. Juli 2008 14:43
> An: Gretl list
> Betreff: [Gretl-users] handling of session models unstable
>
>
> A brief warning on the current state of gretl CVS: I'm trying to
> make it so that models estimated via the GUI menus, and then
> saved, are treated in the same way as models saved by the script
> mechanism, as for example
>
> Model_name <- ols y 0 xlist
>
> However, I noticed today that my work on this has broken the
> handling of models saved in session files: you are likely to get
> memory corruption on exiting gretl when such models are freed.
>
> I'll try to fix this by tomorrow.
>
> Allin Cottrell
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>