Re: [Gretl-users] Gretl-users Digest, Vol 109, Issue 23

Hi Gretl-Users Is the panel unit root test developed by Hashem Pesaran in 2012 "On the Interpretation of Panel Unit Root Tests" is available in gretl. If yes, then how can I find in gretl and how can I apply it. Please reply to me with step by step procedure.Thanks  Habib Nawaz Khan,PhD Scholar (Statistics/Econometrics),UTP, Malaysia,Cell # 0061126434405 From: &quot;gretl-users-request(a)lists.wfu.edu&quot; <gretl-users-request(a)lists.wfu.edu&gt; To: gretl-users(a)lists.wfu.edu Sent: Wednesday, February 17, 2016 10:00 PM Subject: Gretl-users Digest, Vol 109, Issue 23 Send Gretl-users mailing list submissions to     gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit     http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to     gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at     gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics:   1. Re: PDF of a multivariate normal (Summers, Peter)   2. Re: displayed Engle-Granger model missing terms (Sven Schreiber)   3. Re: PDF of a multivariate normal (Sven Schreiber)   4. Re: PDF of a multivariate normal (Allin Cottrell) ---------------------------------------------------------------------- Message: 1 Date: Wed, 17 Feb 2016 03:05:43 +0000 From: "Summers, Peter" <psummers(a)highpoint.edu&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] PDF of a multivariate normal Message-ID: <E57CD365-FD65-4551-AE05-BD234E628968(a)highpoint.edu&gt; Content-Type: text/plain; charset="Windows-1252" Clive, Artur's version of gretl is newer than yours or mine (though I've since updated). The integer requirements for seq() have been removed. PS Sent from my iPad On Feb 16, 2016, at 9:33 PM, Clive Nicholas <clivelists@googlemail.com<mailto:clivelists@googlemail.com>> wrote: Thanks Peter, that sorted it. Do remember that this wasn't my code, so how Artur's original code worked for him I've no clue. C On 16 February 2016 at 18:50, Summers, Peter <psummers@highpoint.edu<mailto:psummers@highpoint.edu>> wrote: Clive, The arguments to seq() all have to be integers. Try replacing that line with ?matrix x = seq(-30,32,2)./10? PS From: gretl-users-bounces@lists.wfu.edu<mailto:gretl-users-bounces@lists.wfu.edu> [mailto:gretl-users-bounces@lists.wfu.edu<mailto:gretl-users-bounces@lists.wfu.edu>] On Behalf Of Clive Nicholas Sent: Tuesday, February 16, 2016 1:27 PM To: r.lucchetti@univpm.it<mailto:r.lucchetti@univpm.it>; Gretl list Subject: Re: [Gretl-users] PDF of a multivariate normal Jack, Artur's code chokes for me when I run your function code: gretl version 2016a-git Current session: 2016-02-16 18:17 Invalid argument Error executing script: halting I wonder why? My -gretl-'s fully up to date! C On 16 February 2016 at 15:26, Riccardo (Jack) Lucchetti <r.lucchetti@univpm.it<mailto:r.lucchetti@univpm.it>> wrote: On Tue, 16 Feb 2016, Artur T. wrote: Ok, I changed the definition of the constant k. However, there is still some difference to the outcome using MATLAB... Hehe. We're convergiung to the truth: here's the correct one --- I think! <hansl> function matrix mnormal_pdf(matrix x, matrix m, matrix Sigma)     # x should be n x k (n k-dimensional vectors)     # m should be a k-vector of means     # Sigma should be a kxk pd matrix     scalar k = cols(x)     scalar n = rows(x)     if k != rows(m)*cols(m)         return mshape(NA, n, 1)     endif     scalar dS = det(Sigma)     if dS <= 0         return mshape(NA, n, 1)     endif     matrix U = x .- vec(m)'     matrix U = U .* (U/Sigma)     scalar k = dS * (2*$pi)^k     return exp(-0.5*sumr(U)) / sqrt(k) end function </hansl> Actually I was a little surprised about Jack's suggestion also with respect to what it does. I thought a function is wanted that also does the RNG inside. No, it is really just about computing the pdf. Generating a sample of n independent Gaussian pseurdo-rvs with mean m and covariance Sigma is rather trivial, in fact: <hansl> n = 20000 m = {1, 2, 3} Sigma = {4,1,-1;1,4,1;-1,1,4} A = mnormal(n, 3) * cholesky(Sigma)' .+ m eval meanc(A) eval mcov(A) </hansl> -------------------------------------------------------   Riccardo (Jack) Lucchetti   Dipartimento di Scienze Economiche e Sociali (DiSES)   Universit? Politecnica delle Marche   (formerly known as Universit? di Ancona)   r.lucchetti@univpm.it<mailto:r.lucchetti@univpm.it>   http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu<mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users -- Clive Nicholas "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson _______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu<mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users -- Clive Nicholas "My colleagues in the social sciences talk a great deal about methodology. I prefer to call it style." -- Freeman J. Dyson _______________________________________________ Gretl-users mailing list Gretl-users@lists.wfu.edu<mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users ------------------------------ Message: 2 Date: Wed, 17 Feb 2016 10:11:56 +0100 From: Sven Schreiber <svetosch(a)gmx.net&gt; To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] displayed Engle-Granger model missing terms Message-ID: <56C4395C.2040901(a)gmx.net&gt; Content-Type: text/plain; charset=utf-8; format=flowed Am 17.02.2016 um 03:21 schrieb Salman Khan: Allin is quite right, there had better not be a constant in the final step. If you were expecting it in there, then I recommend to refresh your Engle-Granger memory. (Hint: We're talking about estimated OLS residuals here.) cheers, sven ------------------------------ Message: 3 Date: Wed, 17 Feb 2016 10:15:39 +0100 From: Sven Schreiber <svetosch(a)gmx.net&gt; To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] PDF of a multivariate normal Message-ID: <56C43A3B.2020403(a)gmx.net&gt; Content-Type: text/plain; charset=windows-1252; format=flowed Am 16.02.2016 um 22:18 schrieb Allin Cottrell: Of course you're right in principle, but I tend to agree with Clive that a copying the announcement on gretl-users wouldn't hurt. It seems to me that gretl-announce is for those that don't want to receive any other news. thanks, sven ------------------------------ Message: 4 Date: Wed, 17 Feb 2016 08:27:57 -0500 (EST) From: Allin Cottrell <cottrell(a)wfu.edu&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] PDF of a multivariate normal Message-ID:     <alpine.LNX.2.20.3.1602170827010.20694(a)localhost.localdomain&gt; Content-Type: text/plain; charset=US-ASCII; format=flowed On Wed, 17 Feb 2016, Sven Schreiber wrote: Fair enough. We could send a short message with a link to the ChangeLog to gretl-users. Allin ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 109, Issue 23 ********************************************