on sample restriction
by artur bala
Dear all,
I use a sample restriction command into a "foreach" loop based on an
index variable.
The problem arises when for a specific index variable the sample
restriction leaves no observation and then the loop stops running
notifying that no observation would be left.
I would expect/prefer that the loop keep running through the next value
of the index variable instead of shutting down.
Is there any way to have the loop work beyond this "impediment"?
Best regards,
artur
12 years, 10 months
Simultaneous Equation model
by Sudipta Mahapatra
Hi,
I am new to Gretl and want to fit a set of simultaneous equations to a data
set with parameter constraints of the type: a1/b1=a3/b3. Is there a way to
do this in Gretl?
Thank you and best regards.
Sudipta Mahapatra
12 years, 10 months
Gnuplot save eps
by Gabriela Nodari
Dear gretl users,
I have modified the code of a graph generated by gretl. I am no more able
to save this graph in eps format using menu options. Does someone know what
I should write in the code to save this graph?
Thanks in advance!
Gabriela
12 years, 10 months
Question
by Antonio Elias
Hello all,
Sorry if my question is stupid. I am an undergraduated student and I
performaced a function with my own estimator for my final project. Now I
would like to create a monte carlo silumation for testing the behaviour of
my parameters but I read in the manual that a loop does not allow a
function inside. Would be possible do it?
Thank you very much,
Aefz
12 years, 10 months
IRF plot error
by Gabriela Nodari
Dear gretl users,
I have a problem with plotting IRFs of a SVAR model saved on the icon menu.
Specifically, once I close a session (I mean closing gretl), after having
estimated and saved a SVAR model via script, I am not able to plot its IRFs
when I re-open the session. Even if the "bundle" is saved on the icon menu,
I use a script to plot the IRFs (just using IRFplot(&Mod,1,1) and I get the
following message:
gretl version 1.9.12cvs
Current session: 2013-05-19 04:06
? IRFplot(&SVARregs,2,1)
"snames": no such item
*** error in function IRFplot
> snames = obj["snames"]
Error executing script: halting
> IRFplot(&SVARregs,2,1)
Any suggestion?
Thanks in advance.
Gabriela
12 years, 10 months
DPANEL time dummies and the dpdstyle
by Pindar
Hi there,
I have a panel of bank data for 12 years and investigate on the effect
of interest rates on risk-taking.
Although every characteristic of the dataset says DPANEL I have some
problems getting correct estimations.
The main problem is one of multicollinearity: The time dummies and two
of my regressors lead to omitting two time dummies. Since not all of
them are significant I could kick them out before and have the same time
dummy specification through all models. The multicollinearity problems
starts in FE estimation and stays in DPANEL.
Since including the significant time dummies is crucial, I started to
replicate the --time switch.
This works for the GRTEL DPANEL method, but how to tell GRETL to perform
--dpdstyle without the --time switch?
Is this possible?
Thanks in advance
Leon
12 years, 10 months
restrict --silent option
by artur tarassow
Hi,
in the following example, the "--silent" option does not work properly, as
the output is still printed.
<hansl>
open hamilton.gdt --quiet
genr p = 100*(log(PZUNEW)-log(PZUNEW[1973:01]))
genr s = -100*(log(EXRITL)-log(EXRITL[1973:01]))
genr pf = 100*(log(PC6IT)-log(PC6IT[1973:01]))
set vecm_norm none
vecm 4 1 p s pf --crt --silent
restrict --full --silent
b[1] = 1
end restrict
<\hansl>
Artur
12 years, 10 months
Probit marginal effects
by Henrique Andrade
Dear Gretl Community,
I'm trying to replicate the slope calculations that Gretl exhibits on Probit
estimation. In most of the time I can replicate exactly the same numbers,
but there are some cases that I can not (i.e. the values are different).
Please take a look at the following Hansl code:
<hansl>
set messages off
set echo off
############ Ok! #############
open transport.gdt
probit auto autotime bustime
list lista = $xlist
loop foreach i lista --quiet
series med_$i = mean($i)
endloop
list med_lista = med_*
matrix med_me_matrix = dnorm(lincomb(med_lista, $coeff))*$coeff'
matrix me = med_me_matrix[1,]
printf "\nMarginal effects:\n %12.6f \n", me
############ Not ok! #############
open greene19_1
probit GRADE GPA PSI
list lista = $xlist
loop foreach i lista --quiet
series med_$i = mean($i)
endloop
list med_lista = med_*
matrix med_me_matrix = dnorm(lincomb(med_lista, $coeff))*$coeff'
matrix me = med_me_matrix[1,]
printf "\nThe marginal effects: %12.8f \n", me
</hansl>
Thanks in advance,
Henrique Andrade
12 years, 10 months
$vecGamma accessor
by artur tarassow
Hi all,
I've noted that the $vecGamma accessor does not grab the coefficient of the
exogenous unrestricted variables. See the example below:
<hansl>
open denmark.gdt
list ENDO = LRM LRY
list EXO = IBO IDE
list DEXO = diff(EXO)
list DEXO += lags(1,DEXO)
vecm 2 1 ENDO ; DEXO ; #optional:EXO
matrix gamma = $vecGamma
print gamma
<\hansl>
The coefficients for d_IBO_1 and d_IDE_1 are not in matrix gamma. Is this
intended?
Artur
12 years, 10 months
Re: [Gretl-users] Multiple IRFs and cumulated IRFs
by Gabriela Nodari
Dear Allin,
Thanks for the answer. I have learned several things today by looking at
the gnuplot file.
By the way, I would have an additional question. I have used the
SVAR_cumulate command while estimating my Svar. Precisely, one of my time
series is the growth rate of industrial production. Not surprisingly, its
IRF displays up and down movements. For sake of comparison, I have
therefore plotted the cumulated irf.
However, it seems to me that now the magnitude of the response is too
large. Why do I need to "cumulate" the time series before estimating the
model? Is it right this procedure?
Thanks again.
Gabriela
On 14/05/2013 12:49 PM, "Allin Cottrell" <cottrell(a)wfu.edu> wrote:
> On Tue, 14 May 2013, Gabriela Nodari wrote:
>
> > I am dealing with a Svar model and I have plotted some impulse responses,
> > obtained while doing a sensitivity analysis, all in the same graph.
> >
> > However, I would like to plot also the corresponding confidence
> intervals.
> > I have some idea about how to plot them with lines, but I would like to
> > keep the baseline confidence interval as a shaded area, as it is by
> > default.
> >
> > Is there a way to do this?
>
> Yes, but you'll have to edit the gnuplot file yourself: save
> the plot "as an icon", right click the plot icon, and select
> Edit plot commands. Note that the Help button in that window
> should bring up the gnuplot manual.
>
> Allin Cottrell
> _______________________________________________
> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
12 years, 10 months
