[Gretl-users] on contributing SVAR/SVEC
Riccardo, On trying to reproduce output from awm I have learned how to estimate SVEC in R
and jMulTi. If I understand correctly I can start by playing with
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/SVAR/SVAR.inp?... ,
Revision 1.15.
Am I right that function matrix SVECM(list X, list W, scalar varorder, scalar h, matrix
Rd, matrix beta) is planned for KRSW but you haven't enough time to polish it? Can you
suggest something not very difficult for a start. Such things obviously can spare your
time for something more advanced.
P.S. Have read about such approach. Run computeable DGE. Generate irfs. Estimate
corresponding VAR. Introduce a metric for irfs. Choose ifrs for estamated VAR with the
closest distance to DGE's irf's. Brrrr! Such irfs will never be realistic and will
not be general in Friedman's sense.
--- Оригінальне повідомлення ---
Від кого: "Riccardo (Jack) Lucchetti" < r.lucchetti(a)univpm.it >
Дата: 4 травня 2014, 20:31:35
On Sun, 4 May 2014, oleg_komashko(a)ukr.net wrote:
Thank you, I will try now. I've only copy-pasted from SVAR.pdf
Yes! Graphics has become much nicer.
But I'd never guessed the right order of commands if without your letter.
Well, it _is_ mentioned in the SVAR documentation...
sprintf still doesn' work in Linux. I'v got the chart
by IRFplot(&Mod, i, j)
???
P.S. I have seen your 2006 article long before I started using gretl
when I prepared a textbook chapter. So I well understand your level and
guess you are interested in really cool things to implement in gretl. I
feel slightly guilty to torture you with tiny bugs.
Thank you. If you're interested in SVARs, you can contribute too. As
you're probably aware of by now, gretl's SVAR module is written entirely
in hansl (source at
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/SVAR/ ). If you
feel like improving on it (and believe me, there are lots of areas that
could benefit from some extra work), you're welcome to it! :)
Two things to cheer up. I am planning to enlist to gretl about 200
new
students every year. Imagine potential for gretl users. Once, using
google translator I looked for some Chinese gretl and econometric
references for my students from China. I found a Chinese language site
with a counter of gretl users: 8000 Taiwan 2000 Mainland. What will be,
when the rules against piracy in the mainland China will become
civilized. A don't know, may be it's blocked in the civilized world, but
the web is swollen with perfectly cracked e-viewses and statas. When I
changed to Linux, R and gretl, everybody looked at me as at a freak.
It's understandable that many people start using free software because you
don't have to pay for it. Our goal, however, is to provide a better tool
than commercial software, not just with a better quality/price ratio. In
some areas, I'd venture to say that our implementation of certain
statistical techniques is on par, if not better, than any other package
(commercial or not); in some other area, R is king. Of course, in some
other areas we're behind, no question about it. For example, I still think
that the greatest strength of Stata is the quality of their manuals. I
wish we had manuals comparable to theirs. Oh, well.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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