I think it's a good idea You can download it at
http://ricardo.ecn.wfu.edu/gretl/staging_fnfiles/lagreg.zip I'm not sure, it seems
less general but more easy to use It's intended mostly for intermediate level courses
Also I almost finished functions for automated mean and median lags computing Oleh
1 січня 2016, 13:39:01, від "Artur Tarassow" < artur.tarassow(a)googlemail.com
>:
Actually the dynMultipl-Package needs some revision. I already started to update the
package and hopefully will upload it soon.
Btw, Oleh: I've got also some piece of code for a bootstrap version of it. Maybe we
could initiate some joint work on it. Actually it would be nice to write an ARDL-toolbox
comprising model estimation, ECM-based cointegration tests and bootstrap dynamic
multiplier computation... I've already got the pieces but these need to be put
together.
Happy new year to all!
Artur
Am 31. Dezember 2015 18:55:23 MEZ, schrieb oleg_komashko(a)ukr.net : My package lagreg is
pending in the staging area it can do ARDL, find IRF, bootstrap CI and build plots of IRF
with CI also, there is more advanced piece dynMultipl.gfn by Artur Tarassow. My package
can be downloaded from the staging area: Warning it's not approved yet, so can have
bugs, but IRF was checked against other soft. Oleh
P. S. Sometimes ago Allin asked (I myself was among the "convicted") to start a
new thread if you have you own topic (which is, obviously the case)
31 грудня 2015, 19:41:06, від "Sven Schreiber" < svetosch(a)gmx.net >:
Am 31.12.2015 um 07:35 schrieb Muhammad Akram:
Dear All
I have tried my best to find out ARDL estimation using Gretl but I
couldn't do so. Is there any method available for this purpose. Please
let me know if it could be used for time series analysis.
Does this question have anything to do with OpenBLAS as in the thread
title? It doesn't seem so, so please start a new thread (fresh message
to gretl-users) with your problem.
That said, ARDL is just OLS with some lags. Use the OLS interface, it
comes with lag specification possibilities.
cheers,
sven
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