Econometric problem
by Alison Loddick
Hi all,
I'm wondering if you can help me. Firstly, I am not an econometrician but a statistician, so I know I have lots to learn. I generally use Gretl with students to teach them how to do panel regression and correlation.
Today, I had a student come to see me with their dissertation, and I didn't know what analysis to tell them to do and how to do it in Gretl. I'm hoping that someone in the community can help me.
The student has 17 years of data and wants to compare two variables (pay and productivity) over 17 regions to understand how the regions differ over time and whether the two measures have a relationship. I'm wondering if it is some sort of multivariate time series model.
Can anyone help me help the student?
Thank you
Alison
Alison Loddick
BSc MSc PGCE CStat
Learning Development Tutor (Mathematics and Statistics)
Library and Learning Services
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1 month
Warning: bad gretl snapshots!
by Cottrell, Allin
Sorry about this, but please note that the gretl snapshots that I
uploaded to sourceforge yesterday have a nasty breakage to do with
graphing/plotting, liable to produce a crash. New snapshots will be
posted within 12 hours or so, once I've made sure this problem is
fully fixed.
Allin Cottrell
1 month
Re: BVAR pkg
by Brian Revell
Hi Luca
a Bayesian version of multiple regression would also be very welcome and
much appreciated in the future
saluti
Brian
Brian J Revell
Professor Emeritus
Agricultural and Food Economics
Harper Adams University
Newport
Shropshire
TF10 8NB
Tel 01952815237.
Sent from my Galaxy S8+
On Tue, 15 Aug 2023, 12:11 Luca Pedini, <luca_pedini(a)live.it> wrote:
> Hi,
>
> You're totally right Sven,
> the bands are fixed at 90% and the idea is to make them adjustable in the
> next release.
>
> I think it's doable to have it by the end of the year ;)
>
> Best regards and thanks for the feedback!
>
> Luca
>
>
> Inviato da Outlook per iOS <https://aka.ms/o0ukef>
> ------------------------------
> *Da:* Sven Schreiber <sven.schreiber(a)fu-berlin.de>
> *Inviato:* Tuesday, August 15, 2023 12:18:43 PM
> *A:* gretl-users(a)gretlml.univpm.it <gretl-users(a)gretlml.univpm.it>
> *Oggetto:* [Gretl-users] Re: BVAR pkg
>
> Am 14.08.2023 um 20:02 schrieb Arturo José Galindo:
> > This is a very nice addition to Gretl. Thanks a lot Luca.
> > A quick question. How are the credible sets defined in the plots of
> > the IRFs? Are they 68%,90%,95%? Is there a way to adjust them in the
> > BVAR_irf_plot command or elsewhere?
> >
> hi Arturo, if I'm not mistaken they should be 90% bands.
>
> In this first release there's no way to adjust them, I'm afraid. But of
> course this should be added soon, perhaps already in the next version.
> I'm optimistic that the next (minor) release will happen this year.
>
> (Luca, correct me if any of that is wrong...)
>
> cheers
>
> sven
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>
1 month, 1 week
Re: BVAR pkg
by Arturo José Galindo
This is a very nice addition to Gretl. Thanks a lot Luca.
A quick question. How are the credible sets defined in the plots of the
IRFs? Are they 68%,90%,95%? Is there a way to adjust them in the
BVAR_irf_plot command or elsewhere?
Best,
Arturo Galindo
1 month, 1 week
Allocation of instrumental variables
by elfsog＠yahoo.gr
Consider the following 2SLS model:
Y= b0 +b1X1+b2X2+θ1Ψ1+θ2Ψ2+e
Where:
Y represents the dependent variable,
X1, X2 denote the endogenous variables,
Ψ1,Ψ2 represent the exogenous variables.
To address endogeneity in the model, a set of four instruments, is introduced. Two instruments (Z1 and Z2) are employed to instrument for X1, while two other instruments (Z3 and Z4) are used to instrument for X2.
My question is: How Gretl understand which instrument stands for which endogenous variable?
1 month, 2 weeks
Reverse a cross tabulation or frequency table
by jota3mc＠gmail.com
Hi,
Is there a way to reverse a frequency table? Suppose I have a matrix of two columns. The first has values for income per capita variable and the second column has the number of persons that earned each specific income. Is there a way to generate a new matrix with only one column that repeats each income per capita value by the number of persons (frequency)?
Thanks.
1 month, 2 weeks
BVAR pkg
by Luca Pedini
Hi all,
the package BVAR (joint work with Sven Schreiber) is now available and ready to be downloaded!
As you can imagine it deals with Bayesian VAR estimation: at the moment it covers the diffuse, fixed, conjugate and independent prior setups (major details in the manual) providing, among the others, posterior predictions and impulse response functions (Cholesky identification scheme). Parallelization is also enabled via the auxiliary package parallel_func.
Have fun and stay tuned for future upgrades!
Best regards,
Luca Pedini
1 month, 2 weeks
gretl extras for macOS
by Allin Cottrell
Hello all,
I've recently checked and updated the various "optional extras"
available for gretl on Mac. Here's the current status.
1) X-13ARIMA
In https://sourceforge.net/projects/gretl/files/x13as/ you can find
x13as-mac-intel.tar.gz
x13as-mac-arm64.tar.gz
which can be installed from within gretl with the command
pkg install <package-file>
2) TRAMO/SEATS
In https://sourceforge.net/projects/gretl/files/tramo/ you can find
tramo-seats-mac-intel.tar.gz
tramo-seats-mac-arm64.tar.gz
which can also be installed via "pkg install".
3) MPI
In https://sourceforge.net/projects/gretl/files/mpi we have
openmpi-1.6.5-mac-intel.tar.xz
openmpi-4.1.5-mac-arm64.tar.xz
These cannot be installed via "pkg install" but there are instructions
in the README in the mpi directory, and also in the current MPI guide:
https://sourceforge.net/projects/gretl/files/manual/gretl-mpi.pdf
HOWEVER, please note that a little hack is required to get MPI 4.1.5
working on arm64 with gretl 2023b (or earlier). After installing the
package into your root directory, navigate (in a Terminal window) to
the "/opt" directory and create a symlink:
cd /opt
sudo ln -s openmpi openmpi-4.1
After this the command "ls -l" should show, inter alia,
openmpi-4.1 -> openmpi
This hack is not needed for the July 31 snapshot or later.
Allin Cottrell
1 month, 3 weeks
