[Gretl-users] Gretl: need datasets estimated using FIML or LIML for testing -- Fairmodel?

Have you looked at Professor Roy Fair's Fairmodel? http://fairmodel.econ.yale.edu/ One should obtain permission from Professor Fair before proceeding, but the last time I contacted him (about a year ago) he seemed open. "The United States model was developed by Ray Fair in 1974-1976, and it has been used since then for research, forecasting, policy analysis, and teaching. It has been available for use on personal computers since 1983 and was the first such model to be so. (And it was first on the Web!) The current version contains 30 stochastic equations and about 100 identities. The data base begins in the first quarter of 1952. The basic estimation technique is two-stage least squares. The model accounts for all flow-of-fund and balance-sheet constraints, which makes it useful for considering various monetary policy options." http://fairmodel.econ.yale.edu/whatis2.htm "The US model is available in Fair-Parke format. " "The commands in FMINPUT.DAT set up, estimate, and solve the US model. " http://fairmodel.econ.yale.edu/fp/fp.htm On a smaller scale, there are examples of an IS model both with and without "rational expectations" in Appendix A "Examples for Testing" of the Fair-Parkes User's Guide. The Fair-Parke Program for the Estimation and Analysis of Nonlinear Econometric Models User?s Guide Programmed by Ray C. Fair and William R. Parke User?s Guide written by Ray C. Fair August 2003 http://fairmodel.econ.yale.edu/fp/FP.PDF "The first example in Appendix A sets up, estimates, and analyzes a version of the IS model, which is introduced in Chapter 1." page 15 of the User's Guide PDF file "The second example in Appendix A sets up, estimates, and analyzes a rational expectations version of the IS model." page 15 of the User's Guide PDF file "Finally, you may want to study some of the examples in Chapter 15. These also help in understanding some aspects of the program." page 15 of the User's Guide PDF file "Sargent?s (1976) classical macroeconomic model is useful for illustrating some of the features of the program." Chapter 15, section 4 (15.4) Jim Callahan Management, Budget & Accounting City of Orlando (407) 246-3039 office (407) 234-3744 cell phone