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

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 month

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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 month

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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

1 month

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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?

1 month, 1 week

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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

1 month, 1 week

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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

1 month, 1 week

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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.)

1 month, 2 weeks

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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

1 month, 3 weeks

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Re: PMG questions

by 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? /Lars Skickat från Outlook för Android<https://aka.ms/AAb9ysg>

1 month, 3 weeks

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Loop Construction Command

by Dhanasekaran Kuppusamy

Dear Gretl Experts, I worked with a sample consisting of 6 regions (1,2,……,6) with 2 areas (1 &2) and thus, a total of 12 sub-samples. But only 11 subsamples are available for estimation. I used the following loop for the estimation. For all the 12 sub-samples (if available) the following loop works well. When one sub- sample is unavailable, I used the following code and got the message “No observations would be left!”. Code: discrete Region discrete Area loop i=1..6 # Six Regions loop j=1..2 # Two areas smpl (Region==i)&&(Area==j) --restrict --replace Message: No observations would be left! smpl (Region==i)&&(Area==j) --restrict --replace loop j=1..2 In addition to the above, I want to create a combined loop in order to compute the Region-wise combined area (1+2) and for a full sample( six more sub-samples plus 1 more full sample in the same loop and thus a total of 19 subsamples). I would be thankful to you, if you could give a solution to the above issue and to compute the Region-wise combined areas (1+2) and for a full sample in addition to the loop possibly. Thanking You, Dr.K.Dhanasekaran

1 month, 3 weeks

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Gretl-users April 2023