Network Field Technician
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3 years, 2 months
help
by Lovrenc Pfajfar
My problem is: how exactly is calculated
> the chi-squre in Gretl output of tobit model. (is it a likelihood
> ratio test and what exact formula is behind it).
LP
5 years
bootstrap IRFs
by Stefano
although Jack is indeed always right and the SVAR package is obviously a
more natural place to do IRFs, my question was prompted by the need to
demonstrate the basics of VAR estimation in class - for this purpose the
GUI command and associated outoput menus "Tests", "Analysis" etc is
perfectly fit, except that I feel uncomortable to show confidence
intervals with unclear characteristics :-)
thanks!
Stefano
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
--
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5 years
Spammers
by Riccardo (Jack) Lucchetti
(with the usual apologies for cross-posting)
Folks,
as you may have noticed, our mailing list have recently become a vehicle
for spammers.
I just made a change to our subscription policy to try to curb this: from
now on, all subscriptions will have to be approved by hand by the list
admin (that is, myself). It's a little annoying but it's a sad necessity.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
5 years
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5 years
IRFs confidence intervals
by Stefano
dear all, one question and one comment on the bootstrap confidence
intervals of VAR IRF's:
* is there some documentation around? in the 2019c "Guide" it is still
listed as "todo". I think the number of redrawings should documented
somewhere in the output.
* it would be nice to have the number of redrawings controlled by the
user: serious work need large numbers not needed in expoloratoy work.
thanks!
Stefano
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
--
________________________________________________________
Le informazioni
contenute in questo messaggio di posta elettronica sono strettamente
riservate e indirizzate esclusivamente al destinatario. Si prega di non
leggere, fare copia, inoltrare a terzi o conservare tale messaggio se non
si è il legittimo destinatario dello stesso. Qualora tale messaggio sia
stato ricevuto per errore, si prega di restituirlo al mittente e di
cancellarlo permanentemente dal proprio computer.
The information
contained in this e mail message is strictly confidential and intended for
the use of the addressee only. If you are not the intended recipient,
please do not read, copy, forward or store it on your computer. If you have
received the message in error, please forward it back to the sender and
delete it permanently from your computer system.
5 years, 1 month
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5 years, 1 month
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5 years, 1 month
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5 years, 1 month
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5 years, 1 month
