Re: [Gretl-users] SVAR
by Artur T.
Hello,
I would also be very interested in your function, Riccardo.
Best wishes,
Artur
On Mon, 19 Oct 2009, Sven Schreiber wrote:
> Erhanfadli Azrai schrieb:
>> Hello everyone.
>>
>> Can the command 'system' and 'estimate' be used for structural var
>> equation? or alternatively, could anyone point me to a manual or
>> write-up to do svar using gretl?
>
> Unless there have been secret additions recently, SVARs are not
> implemented yet in gretl. To my knowledge there are no SVAR guides for
> gretl.
I've got some gretl functions for doing SVARs, but they're not as
polished as I'd like them to be. I'll try to post something soon(ish).
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti
15 years
png plots from gnuplot on Windows
by Allin Cottrell
Postscript to the discussion of "missing pixels" in some titles
and/or labels in on-screen graphs: I believe this is now fixed.
Ethan Merritt (gnuplot developer) and I figured out a workaround
for the incorrect rendering of fonts in PNG graphs on Windows.
The fix is in the current gretl snapshot for Windows and will
shortly be in gnuplot CVS.
I've also updated the gnuplot help file for Windows so that it
includes help for the pngcairo and pdfcairo "terminals".
Allin Cottrell
15 years
GMM giving strange error messages
by Gal Wettstein
Hi,
I am having some problems with GMM. I try to run the following script:
# initializations go here
series e1 = 0
series e2 = 0
set bfgs_toler 1e-7
set lbfgs 1
matrix W = I(10)
scalar beta = 0.95
scalar lambda = 0.05
scalar sigma = 1.05
scalar gamma = 0.1
scalar phi = 0.3
scalar theta = 1
list IVs = const R_DETREND(-1) CONSUMPTION_GRO(-1) GDP_GROWTH(-1)
LN_RATIO_DETREN(-1)
# list IVs = const R_DETREND(-1) R_DETREND(-2) R_DETREND(-3)
CONSUMPTION_GRO(-1) CONSUMPTION_GRO(-2) CONSUMPTION_GRO(-3) GDP_GROWTH(-1)
GDP_GROWTH(-2) GDP_GROWTH(-3) LN_RATIO_DETREN(-1) LN_RATIO_DETREN(-2)
LN_RATIO_DETREN(-3)
gmm
e1 = (R_DETREND * beta * (((CONS_DETREND(+1) - lambda * GDP_DETREND(+1)) ^
((-1) * (sigma))) * ((CONS_DETREND - lambda * GDP_DETREND) ^ (gamma)) *
(LABOR_DETREND(+1) ^ phi) + (gamma * beta * ((CONS_DETREND(+2) - lambda *
GDP_DETREND(+2)) ^ (1 - sigma)) * ((CONS_DETREND(+1) - lambda *
GDP_DETREND(+1)) ^ (gamma - 1)) * (LABOR_DETREND(+2) ^ phi)) / (1-sigma)) -
(((CONS_DETREND - lambda * GDP_DETREND) ^ ((-1) * (sigma))) *
((CONS_DETREND(-1) - lambda * GDP_DETREND(-1)) ^ (gamma)) * (LABOR_DETREND ^
phi) + (gamma * beta * ((CONS_DETREND(+1) - lambda * GDP_DETREND(+1)) ^ (1 -
sigma)) * ((CONS_DETREND - lambda * GDP_DETREND) ^ (gamma - 1)) *
(LABOR_DETREND(+1) ^ phi)) / (1-sigma)))
e2 = (phi * ((CONS_DETREND - lambda * GDP_DETREND) ^ (1 - sigma)) *
((CONS_DETREND(-1) - lambda * GDP_DETREND(-1)) ^ gamma) * (LABOR_DETREND ^
(phi-1))) / (1-sigma) + (((CONS_DETREND - lambda * GDP_DETREND) ^ ((-1) *
sigma)) * ((CONS_DETREND(-1) - lambda * GDP_DETREND(-1)) ^ gamma) *
(LABOR_DETREND ^ phi) + (beta * gamma * beta * ((CONS_DETREND(+1) - lambda *
GDP_DETREND(+1)) ^ (1-sigma)) * ((CONS_DETREND - lambda * GDP_DETREND) ^
(gamma - 1)) * (LABOR_DETREND(+1) ^ phi)) / (1 - sigma)) * (-theta) * ((1 -
LABOR_DETREND) ^ (theta - 1)))
orthog e1 ; IVs
orthog e2 ; IVs
weights W
params beta lambda sigma gamma phi
end gmm --iterate
And get all kinds of error messages. I have tried running this with various
different starting values of the parameters and I get a different error
message each time. So far I have seen: "convergence criterion was not met",
"missing values encountered", "insufficient degrees of freedom" and "matrix
not positive definite". Other times it gives me results but they are
identical to the starting values and the std. errors are all 0. All this
just by changing the starting values. Does anyone have an explanation for
this? And how to solve it?
15 years
Re: [Gretl-users] GTK libraries
by Gordon Hughes
Jack,
Thank you for the apt-get command. That enabled me to pick up the
libraries for Tex and MPFR for which I wasn't sure what the full set
of dependencies was.
Yes, the dependencies are listed in the Appendix to the User Guide
but my comment was specifically about the web link which is the first
place that most of us go to.
Gordon
15 years
PROBLEMS GRETL
by HEBERT SUAREZ CAHUANA
I'm using Gretl, but when I upgrade to ubuntu karmic koala 9.10, I have this
problem in my console:
hebert@hebert-desktop:~$ gretl
*/usr/local/bin/gretl_x11: error while loading shared libraries:
libblas.so.3: cannot open shared object file: No such file or director*y
hebert@hebert-desktop:~$
Which is the problem? How can I solve it? Please.
Greetings
Hebert Suarez Cahuana
Perú
--
Atentamente:
Hebert Suárez Cahuana
Secretario Académico
Escuela Profesional de Economía
Universidad Nacional de San Agustín
Av. Venezuela S/N Cercado
Arequipa-Peru
http://www.hebertsuarezc.blogspot.com
E-mail: hsuarezc(a)unsa.edu.pe
Teléfono: 51 54 215105
"NINGUNA NACIÓN LLEGO A LA RUINA POR EL LIBRE COMERCIO" Benjamin Franklin
15 years
Scatter by 2 groups
by Ricardo Gonçalves Silva
Hi ,
I need to do a scatter plot by two groups (like time and individual, in a panel data).
I have continuous data and 4 classes for each grouping variable (16 combinations).
Can Gretl does this?
Any hint, even concerning other software, will be very appreciated.
Thanks in advance,
Rick
15 years
Re: [Gretl-users] GTK libraries
by Gordon Hughes
Ignacio,
Thank you for the list of dev libraries. I had many of them
installed, but the crucial missing one was libgtk2.0-dev - and also
some Gnome libraries that don't matter under Kubuntu. Since Gnome is
based on GTK I had assumed that everything required would be in the
non-development version of these libraries, but my assumption was wrong.
For future reference, it might be helpful to add a note to the text
on Gretl's dependencies advising users to install the -dev variants
of the libraries from the relevant repository. This will always pick
up the standard non-development version if it is not present.
Gordon
15 years
correlogram
by Javier García
I'm running the last version (1.8.5)
Cheers
Javi
15 years
GTK libraries
by Gordon Hughes
Actually, the situation is a little more complicated and is probably
my fault.
The problem was partly a side effect of the way in which I tried to
set up gretl. I started with the repository version (1.8.1) which
installed without problem. Then, I tried to update to 1.8.5 using
the Debian version, but that didn't work. Finally, I compiled the
whole program and ran "make install" which led to the problem I described.
Now I have cleared everything out - including version 1.8.1 - and
find that I have got gretlcli, but not gretl-x11. I suspect that the
problem is some more missing libraries. What are the exact Gnome,
GTK & GTK sourceview libraries required for the GUI version of
gretl? By default, Ubuntu installs general libraries but not the dev
versions. At the moment the configure output says that Gnome, GTK
and GTKsourceview are not available.
Gordon
15 years
