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
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
------------------------------------------------------------------------
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
Diese Nachricht wurde von meinem Android-Mobiltelefon mit K-9 Mail gesendet.