Gretl-Hansl "IDE" for Sublime editor
by Artur Tarassow
Dear all,
some weeks ago I've started to switch to the sublime editor
(https://www.sublimetext.com/) for writing gretl code.
Even though I like the simplicity of the gretl editor and its features
such as syntax highlighting and auto-itendation, it lacks some features
of modern IDEs such as "goto-anything", "goto-definition", custom
keybindings, fancy themes, git-implementation, snippets etc. which make
life much easier when working on larger projects. Don't get me wrong,
the gretl editor is great but was _never_ supposed to become a proper
software-development IDE but rather has another focus which is totally fine.
So I started to write the "Hansl-Gretl-Language" package for sublime
which includes the following features:
- 3 gretl build-systems (client mode, batch mode, and REPL mode) for
executing hansl code by means of sublime (plots are also working!)
- syntax-highlighting
- completion of gretl commands, accessors and keywords
- some snippet examples for speeding up coding
The project still has the following (known) issues:
- no auto-itendation (still have to figure out how this works)
- issues with some corner-cases which are not syntax-highlighted (regex
can become so hard!)
The package can be downloaded through sublimes package control system,
and can be found here:
https://packagecontrol.io/packages/Hansl-Gretl-Language
If somebody wants to participate on this project, check out the code on
my github repository:
https://github.com/atecon/Hansl-Gretl-Language
For those interesting in the sublime editor, check out "OdatNurd"'s
brilliant tutorials on youtube:
https://www.youtube.com/user/nurdz
Enjoy the package,
Artur
1 year, 11 months
Determining Unequal optimum lag length
by Dhanasekaran Kuppusamy
Dear gretl users,
How to determine the optimal unequal lag length in the ARDL or
NARDL model rather than equal lag length for the independent variables
using gretl code?
Thanking you in advance.
Dhanasekaran
2 years
SFspec - function package for testing the Stochastic Frontier model
by Alecos Papadopoulos
*To those gretl users that engage in stochastic frontier analysis (SFA).*
(and also to those gretl users that intend to apply general regression
analysis but using maximum likelihood and wanting to allow for a
regression error with skewness).
I have been notified that the function package "SFspec" has been
approved and is now available in the gretl server.
The package implements the specification test of Papadopoulos A. and
Parmeter C. (2023), "A Specification Test for the Composed Error Term in
the Stochastic Frontier Model". /Economics Letters/, 233, 111390. In
Monte Carlo simulations, this test had best power among all the tests
that have been proposed for the SF model. It has been already named "the
PP specification test" and has been included in the "frontier" gretl
package as an after-estimation test of the chosen error specification.
But the SFspec package has a different purpose: It tests 12 different
null hypotheses. The test depends on an OLS regression only, so the idea
is to use it before maximum likelihood estimation, in order to get a
sense of which distributional assumptions are a good match with the
data, and which are not. Mostly, it tells you what /not/ to do, and then
leaves you with the decision which specification to select among those
that remain statistically admissible.
This test is not available to any other statistical or econometric package.
*/HOW IT WORKS/*
After starting a gretl session, uploading your data set, and installing
the package, you only need to define a gretl List of regressors, and
then in the GUI of the test, select the dependent variable and the
regressor List. Hit "OK" and in the script output window you will get
the results: the value of the test statistic and the associated p-value
for the 12 distributional null hypotheses, that are the combinations of
four zero-mean symmetric distributions for the noise component of the
error term (Uniform, Normal, Logistic, Laplace) and three for the
inefficiency component (Half Normal, Exponential, Generalized
Exponential). The test works as-is for both production and cost SF models.
Note: the test is applicable to inefficiency distributions that have
constant skewness and excess kurtosis, which in practice means that they
must have a single parameter. This is why it is not applicable to test
for inefficiency that follows the Truncated Normal (that has two
parameters and so varying skewness and excess kurtosis).
Opportunity given, the Generalized Exponential gives an inefficiency
component with its mode away from zero, see Papadopoulos, A. (2021).
"Stochastic frontier models using the Generalized Exponential
distribution./" Journal of Productivity Analysis/, /55/(1), 15-29.
--
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web: alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
2 years
Installing function packages - possible issue with two local storage locations
by Alecos Papadopoulos
/At the advise of the Guardians (of gretl), I share the following
incident with the community, just in case somebody encounters the same./
/I run gretl 2023b (x86_64, gkt2) build date 2023-07-21. /
/I recently upgraded (so to speak) my laptop from Windows 7 to Windows
10 (both 64bit). Maybe this has something to do with the following?/
Yesterday I decided to install the new frontier 1.1 function package:
open gretl session, go to File/function packages/on server..., select
the package, was asked to install, said yes, installation done.
Then I went to the local machine list of function packages -and there I
saw /both /frontier 1.0 /and /frontier 1.1. So the installation did not
automatically replaced frontier 1.0.
But the problem was, selecting frontier 1.1 and running it /resulted in
running frontier 1.0./
Moreover, selecting, from the local machine list, the frontier 1.0
package and asking to delete/remove it, resulted in a message "This
cannot be done/failed"...
After some digging, this is what I found:
The older frontier 1.0 package folder was in a
C:\ProgramFiles\gretl\functions folder together with other gretl
functions like dbnomics, geoplot, extra, etc.
But the new frontier folder 1.1 was, in another folder C:\Users\/[user
name]/\AppData\Roaming\gretl\functions
There were no duplicates in the two folders. In the second there was,
for example the "StrucTiSM" package (which I hadn't installed myself).
The forced remedy of the specific situation was to delete directly the
frontier 1.0 package folder from its source location. After that, it
disappeared from the local machine list of functions, and frontier 1.1
executed no problem.
As a test, I installed also another package, and it too went in
C:\Users\/[user name]/\AppData\Roaming\gretl\functions, where frontier
1.1 resides.
--
Alecos Papadopoulos PhD
Affiliate Researcher
Dpt of Economics, Athens University of Economics and Business
Foundation for Economic and Industrial Research (IOBE)
web: alecospapadopoulos.wordpress.com/
ORCID:0000-0003-2441-4550
2 years
Frontier news
by Riccardo (Jack) Lucchetti
I've just released version 1.1 of the "frontier" function package for
stochastic frontier modelling of production/cost functions, which now
incorporates the brand new specification test by Alecos Papadopoulos and
Parmeter (EcLett 2023). More work is under way with Francesca Di Iorio
to implement panel estimators for frontier models.
-------------------------------------------------------
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
-------------------------------------------------------
2 years
Gretlwiki announcement
by DeFeroci
Dear all,
I would like to announce that the gretl wiki is back up and running at:
https://gretlwiki.econ.univpm.it/index.php/Main_Page
For security reasons (and previous experience) only registered users can
modify the wiki and self-registration is no longer possible. So, if you
want to be added, please write to me privately or reply to this email.
Information on how to be registered and using the wiki can be found here:
https://gretlwiki.econ.univpm.it/index.php/Wiki
At the moment the wiki administrators are me and Cristián Arturo Ducoing
Ruiz.
If you have any suggestions or requests, you are welcome to contact us.
Happy holidays.
Federico
2 years
