6:10 p.m.
Hello everybody,
I think it could be useful to develop a portable version of Gretl
(something like that: http://portableapps.com/).
Searching through Gretl mailing list, I see that someone had the same
idea some years ago (eg:
http://lists.wfu.edu/pipermail/gretl-users/2008-February/002192.html,
i have quite the same problems with my IT).
Regards
Luigi
6:53 p.m.
There is a portable Gretl on the Gretl for Windows page. You just unzip
it and run it. I use it many times and it works fine.
Pierre
On 13/07/11 02:10 PM, luigi cristini wrote:
Hello everybody,
I think it could be useful to develop a portable version of Gretl
(something like that: http://portableapps.com/).
Searching through Gretl mailing list, I see that someone had the same
idea some years ago (eg:
http://lists.wfu.edu/pipermail/gretl-users/2008-February/002192.html,
i have quite the same problems with my IT).
Regards
Luigi
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
7:53 p.m.
New subject: Hauman test and endogeneity
Hi All,
I understand Hausamn test is useful to test for endogeneity(though of low power).
In the presence of endogeneity, do panel fixed effect regressions take account this
problem (endogeneity)?. I saying so because I understand from explanations in Grelts Users
Guide that , panel fixed effects regressions are based on the undelying assumption that
variables are correlated with the error term(endogeneity)?. Am I correct in my
intuition?
Thanks
10:35 p.m.
New subject: Hauman test and endogeneity
The answer to your question to your question is a bit to complicated to set
out in an email. Have a look at Wooldridge (2010). Econometric Analysis of
Croos section and Panel Data, MIT Press, Section 10.2.2 on page 287. Given
stochastic y and x and unobserved effect c then the exogeneity condition is
E[y_{it}| x_{i1}, x_{i2},..., x_{iT}, c_i] = E[y_{it}| x_{it}, c_i] =
x_{it}\beta + c_i
i.e. once one adds the unobserved effect the requirement is that the
"exogeneity" should go if the fixed effects estimator is OK. At least this
is what I understand to be the case.
Best Regards
John
On 13 July 2011 20:53, Anutechia Asongu <simplice_peace(a)yahoo.com> wrote:
Hi All,
I understand Hausamn test is useful to test for endogeneity(though
of low power). In the presence of endogeneity, do panel fixed effect
regressions take account this problem (endogeneity)?. I saying so because I
understand from explanations in Grelts Users Guide that , panel fixed
effects regressions are based on the undelying assumption that variables are
correlated with the error term(endogeneity)?. Am I correct in my intuition?
Thanks
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
--
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj@tcd.ie
mailto:frainj@gmail.com
4670
days inactive
4671
days old
3 comments
4 participants
participants (4)
-
Anutechia Asongu -
John C Frain -
luigi cristini -
Pierre Chausse