Hi folks,

The following has me at a complete loss. This script runs fine:

\begin{script}

# program to perform calculations in problem 1.2 of Davidson & MacKinnon

nlist = {10; 100; 1000; 10000}

n = rows(nlist)

means = zeros(n,2)

loop i=1..n --quiet

    jnk1 = cauchy(nlist[i])

    jnk2 = mnormal(nlist[i],1)

    means[i,] = {meanc(jnk1), meanc(jnk2)}

endloop

print means

\end{script}

(“Cauchy” is a function I wrote – see attached).

However, when I try to run the following one, I get an error saying “undefined variable nreps in loop condition”. This happens even though the script output says “generated scalar nreps = 1:”

\begin{script}

n = 25; # sample size

nreps = 1; # number of replications

beta1 = 1;

beta2 = 0.8; # true values of parameters

b1 = 0;

b2 = 0;

nulldata n

loop ii=1..nreps

    # simulate data

    series y = zeros(n,1)

    series u = normal()

    #y[1] = beta1 + u[1]

    loop jj=2..n --quiet

        y[jj] = beta1 + beta2[jj-1] + u[jj]

    endloop

    series y1 = y(-1)

    # run regression

    ols y 0 y1

    b1 = b1 + $coeff(1)

    b2 = b2 + $coeff(2)

print b1 b2

endloop

\end{script}

I’ve attached both scripts. Note that I’ve just started on ETM_3_1, so there may well be other errors (still getting used to gretl scripts). I can’t for the life of me figure out why either both work or both don’t run. I’m using gretl 1.8.7 on WinXP.

TIA,

PS

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Dr. Peter Summers

Assistant Professor

Department of Economics

Texas Tech University

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