Gretl & online teaching
by Stefano Fachin

Like Sven mentioned, conference programs like Meet, Teams and Skype have
the option of sharing the "desktop", which sends to the audience the
entire screen of the lecturer as seen by him/her (at least in Window, do
not know about Mac OS)
bye
Stefano
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4 months, 1 week

Gretl in a single window for online teaching
by robert_de_jong＠hotmail.com

Is there a way to run Gretl in a single window on OSX?
If I show Gretl to students on Zoom, pressing "Model -> Ordinary Least Squares" creates a new window. Regression results are also displayed in a separate window. If I use Zoom and "Share Screen" and select "Gretl", only the main Gretl window shows for my students.
Thanks, Robert
4 months, 2 weeks

random numbers in MPI
by Sven Schreiber

Hi,
here's a question about some details of random number generation in
MPI-parallelized scripts.
I have read the relevant section 7 of the gretl + MPI guide, but one
thing still isn't clear to me: How to imitate the effect of what "set
seed" would do in the standard single-thread setting? As far as I
understand, the default setting in gretl's MPI world is to have separate
RNGs, to preserve independence of the pseudo-random numbers. OK. The
alternative that is described in the guide is to enforce identical RNG
sequences in all parallel threads.
What about the case where you want to have independent RNG sequences
across processes, but you want to be able to control them for
replication purposes, from one run to the next? How to achieve that
effect in gretl's MPI implementation?
thanks
sven
4 months, 2 weeks

Bug with string-valued series when storing data
by Artur Tarassow

Dear all,
I've stumbled about an annoying issue.
The following script loads the grunfeld data set which includes the
string-valued series "firmname".
Restricting the data set to a single firm (Chrysler), re-opening the
restricted and stored data set shows that "firmname" still comprises the
old meta data as the last print_array() function call shows. Still _all_
firm names are printed, and thus somehow stored on "firmname".
I guess the issue has (partly) to do with the (at least for me) special
behavior of strvals() which _always_ prints all distinct values of a
string-valued series irrespective of the underlying data set is
restricted or not.
This is with current git under Ubuntu.
<hansl>
clear
set verbose off
open grunfeld.gdt -q
function void print_array (const strings S)
loop foreach i S
print "$i"
endloop
end function
printf "\nPrint all distinct string-values of 'firmname'.\n"
print_array(strvals(firmname))
smpl firmname == "Chrysler" --restrict
store foo.gdt
printf "\n\nLoad restricted data set\n"
open foo.gdt -q -p
printf "\nPrint distinct string-valued firmnames.\n"
print_array(strvals(firmname)) # still incl. _all_ firm names
</hansl>
Artur
4 months, 2 weeks

running "foreign" on windows
by Riccardo (Jack) Lucchetti

Dear all,
a friend is having trouble with the "foreign" command under windows for
running R. In attachments, a screenshot with the error he's getting. I
tried to help, but due to my limited command Windows, I failed miserably.
Can anyone help?
-------------------------------------------------------
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
-------------------------------------------------------
4 months, 3 weeks

How to calculate the weights in a WLS model
by robdans2＠gmail.com

As the title explains, i'd like to know how to calculate the weights in a WLS model, how Gretl automatically does that and where to check those weights for each residual.
Thanks
Roberto
4 months, 3 weeks

Time series question (MIDAS multipliers)
by Riccardo (Jack) Lucchetti

Hi all,
I have a time-series question. In ordinary ADL models (in LaTeX notation):
A(L) y_t = B(L) x_t + u_t
the dynamic multipliers are a very well defined concept: they are the
coefficients of the polynomial D(L) = B(L)/A(L) (provided of course A(L)
is invertible) and it's easy to compute them in hansl via the filter()
function or the FFT if you prefer, not to mention the excellent packages
"ADMBP" and "lagreg", by Artur and Oleh, respectively.
But suppose you have a MIDAS model with an autoregressive part. Something
like
y_t = \alpha y_{t-1} + \sum_{i=0}^k \beta_i x_{\tau - i} + u_t
where $t$ and $\tau$ are the low- and high-frequency time indices,
respectively. In this case, you have a model like
A(L) y_t + B(L*) x_{\tau} + u_t,
where L and L* are two different lag operators, and the relationship
between them is far from obvious to me. Does anyone have a reference on
how to compute the dynamic multipliers? I have searched a little but found
no clues. Can anybody help?
-------------------------------------------------------
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
-------------------------------------------------------
4 months, 3 weeks

Wald Test for Non linear restrictions
by Dhanasekaran Kuppusamy

Hello, gretl users,
It is possible to the asymmetric effects using
waldTest.gfn . When I apply the following code (from previous tags) to
apply my programme ,I got the following message:
"A function definition must have a return type and name"
The code:
function restr (matrix *b) matrix ret = b[3]/b[2] - b[4]/b[2] return matrix
ret end function open data4-10 ols 1 0 2 3 4 5 restrict rfunc = restr end
restrict
Can you any one help and suggest the code ( or) function to test the
above restriction?
Best regards,
Dhanasekaran K
4 months, 3 weeks