April 2023 - Gretl-users - gretlml.univpm.it

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, 3 months

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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

1 year, 5 months

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problems with yahoo_get

by Cristián Arturo Ducoing Ruiz

Hello dear colleagues, I'm using yahoo_get with my students and they have had problems getting the data. They are using computers with Windows 10 and the Gretl version 2022-02-02. Some students with the latest Gretl version have had the same problem. We have used the following code: include yahoo_get.gfn #package nulldata 10220 setobs 7 1946-01-01 --time-series SP500 = yahoo_price("^GSPC", 1) #SP500 After that, they get this message: "data error". Meanwhile, I get the data without any inconvenient (I'm using Windows 10 Education and the last Gretl version) Any clues? The server? any security certificate? Kind regards -- Atte. Cristián Arturo Ducoing Ruiz

1 year, 12 months

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Handling of missing values in Instrumental variables estimation with GMM.

by elfsog＠yahoo.gr

I am trying to run the IV GMM estimation in Gretl, but the process stops and messages like the following appear: "Missing values found for variable 33, part. 5090". What should I do to overcome the problem of missing values?

1 year, 12 months

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v1.0 of latextab out now

by Artur T.

Dear gretl users, I am excited to announce the release of version 1.0 of the "latextab" package for creating Latex code representing a gretl matrix as a Latex table. This version includes a number of significant changes and improvements, which provide a better user experience and greater utility. One of the major changes in version 1.0 is a full refactoring of the package, which includes a new user-interface and some parameter renaming. These changes were made to simplify the package and make it more intuitive to use. See the sample script here: https://gretl.sourceforge.net/current_fnfiles/latextab.gfn Best, Artur

2 years

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Running a 2SLS model with an interaction term

by elfsog＠yahoo.gr

Consider the following model: Y=b0+b1*X1+b2*X2+b3*X1*X2, where X1 is endogenous and X2 is independent. The Instrumental Variable for X1 is Z1. How should I handle the model and compute the results?

2 years

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Help VEC Granger Causality Test/ Block Exogeneity Wald Test

by NIkola Radivojevic

dear, how to conduct the VEC Granger Causality Test/ Block Exogeneity Wald Test? Best regards, Nikola

2 years

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VEC Granger Causality Test/ Block Exogeneity Wald Test.

by radivojevic034＠gmail.com

how to conduct the VEC Granger Causality Test/ Block Exogeneity Wald Test. Best regards, Nikola

2 years

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Gretl Conference 2023 - Scholarship for Students and PhD Candidates

by Artur T.

Dear gretl Mailing List Members, I am writing in the name of the gretl Association. We are excited to remind you that the Gretl Conference 2023 in Gdansk, Poland is just around the corner! Taking place on June 15-16, 2023, it promises to bring together an impressive group of international Gretl experts, academics, and practitioners. As a special opportunity for students and PhD candidates, the Gretl Association e.V. is offering scholarships to attend the conference. These scholarships will cover the conference fees and, for some students, the transport and hotel costs. For more information and to apply for a scholarship, please visit the Gretl Association website at https://gretl-assoc.github.io/en/grant/ We believe that this conference is an excellent opportunity to deepen your understanding of Gretl and its various applications, as well as to network with other scholars and professionals in the field. We encourage you to spread this announcement to your colleagues and students who may be interested in attending. For more information about the conference, please visit the conference website at https://gretlconference.org/index.php/category/gc2023/ If you have any further questions about the scholarships or the conference itself, please do not hesitate to reach out to us at gretl_association(a)mailbox.org. We look forward to seeing you at the Gretl Conference 2023 in Gdansk! Best regards, Artur (second chairman of the gretl Association e.V.)

2 years

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Re: PMG questions

by Sven Schreiber

Am 05.04.2023 um 09:10 schrieb Lars Ahnland: > Great, thanks. Yes, ofc lags of both dep and indep variables should be > used, I see that now. What about the contemporary, non-lagged, version > of the independent variables, are they included? Please read the documentation of the package, there are three variants that cover this aspect. cheers sven

2 years

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Gretl-users April 2023