VAR parameters
by alexkakashi＠libero.it
Hi,
I have the following problem. I should estimate a VAR model in which some
parameters are constrained. How can I restrict some coefficients equal to 0 in
gretl?
Best regards
Alessandro
13 years, 5 months
Re: [Gretl-users] Gretl-users Digest, Vol 59, Issue 16
by Annaert Jan
Don't forget to add the constant in the regression!
Jan
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Subject: Gretl-users Digest, Vol 59, Issue 16
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13 years, 5 months
Missing values in CEL data base and dynamic models
by fe_jasa
Dear Allin
I replicate the CEL example for DPM
open CEL.gdt
ngd = n + 0.05
ly = log(y)
linv = log(s)
lngd = log(ngd)
# take out time means
loop i=1..8 --quiet
smpl (time == i) --restrict --replace
ly -= mean(ly)
linv -= mean(linv)
lngd -= mean(lngd)
endloop
smpl --full
list X = linv lngd
# 1-step GMM-DIF
dpanel 1 ; ly X ; GMM(linv,2,99
I had no problem with the implementation however I encounter a problem:
apparently the time-demeaned series do not have missing values but the
original ones had.
Could you help me?
Sincerely
--
><><><><><><><><><><><><><><><><><><><><><><><><><><><><>
João Sousa Andrade
><><><><><><><><><><><><><><><><><><><><><><><><><><><><>
13 years, 5 months
Request: Matrix-plot feature
by artur tarassow
Hello gretl users and programmers,
I would like to request a feature for plotting matrices -- of course only
if it would not be too difficult to implement and makes some sense to you
;-)
Until now one has to define each column which one wants to plot. Could it
be possible to make an option available like
----------------
gnuplot 1..5 ---with-lines --time-series --matrix=X
----------------
to make it easier to plot several columns in a sequence (1 to 5) at once?
I ask for this since i've got to generate some figures via a loop command
and the underlying matrices have different dimensions:
----------------
loop for i=1..models --quiet
TR_fw_$i <- gnuplot 1..k --with-lines --time-series --matrix=trace_fw_$i
endloop
----------------
Maybe somebody has another simple solution for this?
Best,
Artur
13 years, 5 months
with-line vs dummy flag
by artur bala
Hi,
In the gnuplot command the with-line flag seems not to work when the
dummy flag is provided. Is this intended?
cheers,
artur
13 years, 5 months
Hansl Help
by Henrique Andrade
Dear Hansl experts,
I would like to write a Hansl code but unfortunately I'm out of creativity
:(
I have a binary series with blocks of 0 and 1. Something like
X=(0,0,0,1,1,1,1,1,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1).
Here are the steps I need do follow:
(1) Find the number of 1-blocks;
(2) Calculate the average number of observations inside these blocks.
In my hypothetical example, the X series, I have two blocks, and these
blocks have an average of 8 observations (five observations in the first
block and eleven observations in the second block).
Any help will be appreciated.
Um abraço,
Henrique Andrade*
*
13 years, 5 months
