Koray Simsek | 27 May 13:07 2015
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test-down option reports different results in adf and coint

Dear All,

I've been trying to figure out why the test-down option behaves differently in coint and adf. In the help file, it is explained that the approach in adf is used in coint as well, but the output is inconsistent with this for the initial DF steps in coint (steps 1 and 2).

I would expect both functions to run the adf on a subset of the data (for comparability reasons, I presume) that is consistent with the maximum lag.

Initially, this appears to be the case as the MAIC values for both adf and coint are identical. BUT after finding the number of lags with minimum MAIC, adf reports the results for the full set wheres coint reports the results for the subset of data where original estimation is done.

I noticed a few threads in which the logic of --test-down was discussed (whether the maximum possible data is used for each lag vs the current set-up) but could not really find anything with respect to this particular difference in adf and coint. I am not sure whether this is a bug or not.

If you would like to replicate this situation, please load denmark.gdt and then run

adf 5 LRM --c --test-down --verbose
coint 5 LRM LRY --test-down --verbose

Although the MAIC values are the same in both calls, adf reports the ADF regression on T=53 and coint reports the ADF regression on T=49.

Which output refers to the one with the minimum MAIC? Is this a bug or is there a specific reason behind this choice? My gretl version is 1.9.92.

Best,
Koray
<div><div dir="ltr">Dear All,<div><br></div>
<div>I've been trying to figure out why the test-down option behaves differently in coint and adf. In the help file, it is explained that the approach in adf is used in coint as well, but the output is inconsistent with this for the initial DF steps in coint (steps 1 and 2).</div>
<div><br></div>
<div>I would expect both functions to run the adf on a subset of the data (for comparability reasons, I presume) that is consistent with the maximum lag.</div>
<div><br></div>
<div>Initially, this appears to be the case as the MAIC values for both adf and coint are identical. BUT after finding the number of lags with minimum MAIC, adf reports the results for the full set wheres coint reports the results for the subset of data where original estimation is done.</div>
<div><br></div>
<div>I noticed a few threads in which the logic of --test-down was discussed (whether the maximum possible data is used for each lag vs the current set-up) but could not really find anything with respect to this particular difference in adf and coint. I am not sure whether this is a bug or not.</div>
<div><br></div>
<div>If you would like to replicate this situation, please load denmark.gdt and then run</div>
<div><br></div>
<div>adf 5 LRM --c --test-down --verbose<br>
</div>
<div>coint 5 LRM LRY --test-down --verbose<br>
</div>
<div><br></div>
<div>Although the MAIC values are the same in both calls, adf reports the ADF regression on T=53 and coint reports the ADF regression on T=49.</div>
<div><br></div>
<div>Which output refers to the one with the minimum MAIC? Is this a bug or is there a specific reason behind this choice? My gretl version is 1.9.92.</div>
<div><br></div>
<div>Best,</div>
<div>Koray</div>
</div></div>
Liliya Netskar | 26 May 18:15 2015
Picon

Re: Gretl-users Digest, Vol 100, Issue 22

Hello Sven,

thank you very much for your answer.

I see this. But I still don't know - taking this example - how I can control for individual fixed effects for Joe, Sue, Mark with Gretl?

Liliya



"gretl-users-request <at> lists.wfu.edu" <gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org> schrieb am 18:01 Dienstag, 26.Mai 2015:


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Today's Topics:

  1. Re: Gretl-users Digest, Vol 100, Issue 20 (Sven Schreiber)


----------------------------------------------------------------------

Message: 1
Date: Tue, 26 May 2015 01:53:54 +0200
From: Sven Schreiber <svetosch-hi6Y0CQ0nG0@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: Re: [Gretl-users] Gretl-users Digest, Vol 100, Issue 20
Message-ID: <5563B612.3000602-hi6Y0CQ0nG0@public.gmane.org>
Content-Type: text/plain; charset=UTF-8; format=flowed

Am 25.05.2015 um 21:13 schrieb Liliya Netskar:
> Actually I used a very simple data set for the purporse of learning. The
> Gretl output file and the data set are attached below. Sorry, I have a
> german version :). Thanks again for your help!
>

Your output (parts):

Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenl????nge = 3
Abh????ngige Variable: TestGrade
Weggelassen wg. exakter Kollinearit????t: Joe Sue Mark

So if I interpret your setup correctly, you told gretl to include unit
fixed effects (hence gretl's description as "Fixed-effects"), and then
you manually created and included unit dummies "Joe", "Sue", and "Mark".
So effectively you're throwing in two sets of identical (or collinear)
unit dummies. Of course they're collinear then and gretl throws them out
because of that.

(The fact that the calculation is done with the within transformation
doesn't matter for this problem.)

hth,
sven


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End of Gretl-users Digest, Vol 100, Issue 22
********************************************


<div><div>
<div>Hello Sven,</div>
<div><br></div>
<div>thank you very much for your answer.<br>
</div>
<div><br></div>
<div dir="ltr">I see this. But I still don't know - taking this example - how I can control for individual fixed effects for Joe, Sue, Mark with Gretl?<br>
</div>
<div>
<br><span></span>
</div>
<div><span>Liliya</span></div>  <br><div class="qtdSeparateBR">
<br><br>
</div>
<div class="yahoo_quoted"> <div> <div> <div dir="ltr">  "gretl-users-request <at> lists.wfu.edu" &lt;gretl-users-request@...&gt; schrieb am 18:01 Dienstag, 26.Mai 2015:<br> </div>  <br><br><div class="y_msg_container">Send Gretl-users mailing list submissions to<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users@..." href="mailto:gretl-users <at> lists.wfu.edu">gretl-users@...</a><br><br>To subscribe or unsubscribe via the World Wide Web, visit<br>&nbsp;&nbsp;&nbsp; <a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br>or, via email, send a message with subject or body 'help' to<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users-request@..." href="mailto:gretl-users-request@...">gretl-users-request@...</a><br><br>You can reach the person managing the list at<br>&nbsp;&nbsp;&nbsp; <a ymailto="mailto:gretl-users-owner@..." href="mailto:gretl-users-owner@...">gretl-users-owner@...</a><br><br>When replying, please edit your Subject line so it is more specific<br>than "Re: Contents of Gretl-users digest..."<br><br><br>Today's Topics:<br><br>&nbsp;  1. Re: Gretl-users Digest, Vol 100, Issue 20 (Sven Schreiber)<br><br><br>----------------------------------------------------------------------<br><br>Message: 1<br>Date: Tue, 26 May 2015 01:53:54 +0200<br>From: Sven Schreiber &lt;<a ymailto="mailto:svetosch@..." href="mailto:svetosch@...">svetosch@...</a>&gt;<br>To: <a ymailto="mailto:gretl-users@..." href="mailto:gretl-users <at> lists.wfu.edu">gretl-users@...</a><br>Subject: Re: [Gretl-users] Gretl-users Digest, Vol 100, Issue 20<br>Message-ID: &lt;<a ymailto="mailto:5563B612.3000602@..." href="mailto:5563B612.3000602@...">5563B612.3000602@...</a>&gt;<br>Content-Type: text/plain; charset=UTF-8; format=flowed<br><br>Am 25.05.2015 um 21:13 schrieb Liliya Netskar:<br>&gt; Actually I used a very simple data set for the purporse of learning. The<br>&gt; Gretl output file and the data set are attached below. Sorry, I have a<br>&gt; german version :). Thanks again for your help!<br>&gt;<br><br>Your output (parts):<br><br>Modell 1: Fixed-effects, mit 12 Beobachtungen<br>Mit 4 Querschnittseinheiten<br>Zeitreihenl????nge = 3<br>Abh????ngige Variable: TestGrade<br>Weggelassen wg. exakter Kollinearit????t: Joe Sue Mark<br><br>So if I interpret your setup correctly, you told gretl to include unit <br>fixed effects (hence gretl's description as "Fixed-effects"), and then <br>you manually created and included unit dummies "Joe", "Sue", and "Mark". <br>So effectively you're throwing in two sets of identical (or collinear) <br>unit dummies. Of course they're collinear then and gretl throws them out <br>because of that.<br><br>(The fact that the calculation is done with the within transformation <br>doesn't matter for this problem.)<br><br>hth,<br>sven<br><br><br>------------------------------<br><br>_______________________________________________<br>Gretl-users mailing list<br><a ymailto="mailto:Gretl-users@..." href="mailto:Gretl-users <at> lists.wfu.edu">Gretl-users@...</a><br><a href="http://lists.wfu.edu/mailman/listinfo/gretl-users" target="_blank">http://lists.wfu.edu/mailman/listinfo/gretl-users</a><br><br>End of Gretl-users Digest, Vol 100, Issue 22<br>********************************************≤br><br><br>
</div>  </div> </div>  </div>
</div></div>
Liliya Netskar | 25 May 21:13 2015
Picon

Re: Gretl-users Digest, Vol 100, Issue 20

Actually I used a very simple data set for the purporse of learning. The Gretl output file and the data set are attached below. Sorry, I have a german version :). Thanks again for your help!

Liliya



"gretl-users-request-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org" <gretl-users-request <at> lists.wfu.edu> schrieb am 18:02 Montag, 25.Mai 2015:


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Today's Topics:

  1. Fixed effects model (Liliya Netskar)
  2. Re: Fixed effects model (Sven Schreiber)


----------------------------------------------------------------------

Message: 1
Date: Mon, 25 May 2015 11:47:32 +0000 (UTC)
From: Liliya Netskar <liliya_netskar-/E1597aS9LQAvxtiuMwx3w@public.gmane.org>
To: "gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org" <gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org>
Subject: [Gretl-users] Fixed effects model
Message-ID:
    <1847116116.2539701.1432554452728.JavaMail.yahoo-sAHhhX/85wgbqTNvkayDYw@public.gmane.org>
Content-Type: text/plain; charset="utf-8"

Hi guys!
I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?
Thanks a lot in advance!
Liliya

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Message: 2
Date: Mon, 25 May 2015 14:17:43 +0200
From: Sven Schreiber <svetosch-hi6Y0CQ0nG0@public.gmane.org>
To: gretl-users-npDYnXcwJHngpn9g0Uvcdg@public.gmane.org
Subject: Re: [Gretl-users] Fixed effects model
Message-ID: <556312E7.7080101-hi6Y0CQ0nG0@public.gmane.org>
Content-Type: text/plain; charset=windows-1252; format=flowed

Am 25.05.2015 um 13:47 schrieb Liliya Netskar:
> Hi guys!
>
> I have a problem with Gretl panel fixed effects model. I created dummy
> variables to control for fixed effects (it was a proper way), but Gretl
> leaves these dummies out. To represent 4 categoeries I used 3 dummies to
> avoid perfect multicolinearity. In the end I habe a biased result
> because of the omitted dummies. Is there a solution for the problem?
>

Gretl typically leaves out regressors (including dummies) for a reason
-- usually collinearity. In the case of panel fixed effects one
immediately thinks of time-invariant regressors as a reason, but this is
of course just speculation without knowing any details. Please show us
the estimation output.

cheers,
sven


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End of Gretl-users Digest, Vol 100, Issue 20
********************************************


Attachment (Student_Grade.ods): application/vnd.oasis.opendocument.spreadsheet, 32 KiB
Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenlänge = 3
Abhängige Variable: TestGrade
Weggelassen wg. exakter Kollinearität: Joe Sue Mark

              Koeffizient   Std.-fehler   t-Quotient    p-Wert 
  -------------------------------------------------------------
  const        28,1439       1,73448        16,23      8,22e-07 ***
  StudyTime     5,47559      0,318960       17,17      5,59e-07 ***

Mittel d. abh. Var.     55,75000   Stdabw. d. abh. Var.    14,75598
Summe d. quad. Res.     35,48863   Stdfehler d. Regress.   2,251623
Dummy-KQ R-Quadrat      0,985183   R-Quadrat "within"      0,976799
Dummy-KQ F(4, 7)        116,3576   P-Wert(F)               1,76e-06
Log-Likelihood         −23,53310   Akaike-Kriterium        57,06619
Schwarz-Kriterium       59,49073   Hannan-Quinn-Kriterium  56,16854
rho                    −0,171027   Durbin-Watson-Stat      1,322660

Gemeinsamer Test der benannten Regressoren -
  Teststatistik: F(1, 7) = 294,707
  mit p-Wert = P(F(1, 7) > 294,707) = 5,58709e-07

Test auf unterschiedliche Konstanten in Gruppen -
  Nullhypothese: Die Gruppen haben gleiche Konstanten
  Teststatistik: F(3, 7) = 0
  mit p-Wert = P(F(3, 7) > 0) = 1
Modell 1: Fixed-effects, mit 12 Beobachtungen
Mit 4 Querschnittseinheiten
Zeitreihenlänge = 3
Abhängige Variable: TestGrade
Weggelassen wg. exakter Kollinearität: Joe Sue Mark

              Koeffizient   Std.-fehler   t-Quotient    p-Wert 
  -------------------------------------------------------------
  const        28,1439       1,73448        16,23      8,22e-07 ***
  StudyTime     5,47559      0,318960       17,17      5,59e-07 ***

Mittel d. abh. Var.     55,75000   Stdabw. d. abh. Var.    14,75598
Summe d. quad. Res.     35,48863   Stdfehler d. Regress.   2,251623
Dummy-KQ R-Quadrat      0,985183   R-Quadrat "within"      0,976799
Dummy-KQ F(4, 7)        116,3576   P-Wert(F)               1,76e-06
Log-Likelihood         −23,53310   Akaike-Kriterium        57,06619
Schwarz-Kriterium       59,49073   Hannan-Quinn-Kriterium  56,16854
rho                    −0,171027   Durbin-Watson-Stat      1,322660

Gemeinsamer Test der benannten Regressoren -
  Teststatistik: F(1, 7) = 294,707
  mit p-Wert = P(F(1, 7) > 294,707) = 5,58709e-07

Test auf unterschiedliche Konstanten in Gruppen -
  Nullhypothese: Die Gruppen haben gleiche Konstanten
  Teststatistik: F(3, 7) = 0
  mit p-Wert = P(F(3, 7) > 0) = 1
Liliya Netskar | 25 May 13:47 2015
Picon

Fixed effects model

Hi guys!

I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?

Thanks a lot in advance!

Liliya

<div><div>
<div>Hi guys!</div>
<div><br></div>
<div dir="ltr">I have a problem with Gretl panel fixed effects model. I created dummy variables to control for fixed effects (it was a proper way), but Gretl leaves these dummies out. To represent 4 categoeries I used 3 dummies to avoid perfect multicolinearity. In the end I habe a biased result because of the omitted dummies. Is there a solution for the problem?</div>
<div dir="ltr"><br></div>
<div dir="ltr">Thanks a lot in advance!</div>
<div dir="ltr"><br></div>
<div dir="ltr">Liliya<br>
</div>
<div><br></div>
</div></div>
Dipankar Basnet | 23 May 05:58 2015
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MODIFIED AIC

HI, 

I AM USING GRETL FOR MAC (QUARTZ). WHEN I CONDUCT THE ADF TEST, THE TEST DOWN FOR LAG ORDER DOES NOT DISPLAY THE
“MODIFIED” AIC AND BIC RATHER AIC AND BIC. THE RESULTS WHEN I COMPARE ARE DIFFERENT FOR MAC (WITHOUT
“MODIFIED” AIC) THAN THE MODIFIED AIC THAT IS AVAILABLE WHEN USING GRETL FOR WINDOWS. I WOULD BE
GRATEFUL IF YOU COULD SUGGEST A SOLUTION TO THIS CONFUSION.

THANKS,
DIPANKAR
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shahar siegman | 20 May 18:07 2015
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plotting time-series with two different scales

Hi,
I'm fairly new to gretl. It's a good tool that helps me with my work.
I have a question about plotting time series (daily data) with the date as labels on the x axis.
I've noticed that when using the --time-seires option in gnuplot, the plot is always against a single data scale (on the left).
In other words, the option --time-series, seems to imply --single-yaxis. This behavior is not documented in the User's Guide and I want to ask if there is a way to undo this behavior and let a gnuplot with --time-series use both left and right axes. If I don't use --time-series, I can still plot versus an index column but then  the x-labels are not dates.
Here's an example to illustrate:

open anscombe.gdt
setobs 7 2015-02-18 --time-series  # assign some arbitrary date range to sample data
genr index
y100=y1*100   # scale the data by 100 to get different value ranges
gnuplot x y100 --time-series --with-lp   # both series on left axis scale
gnuplot x y100 index --with-lp  # second series scale is separate (Right axis)

Another note, I had an idea that a potential workaround could be adding a unix-timestamp column to my data (I can easily do that with my data source) and then telling gnuplot to format the x axis as a date. Something like:

gnuplot y1 y2 unix_day --with-lines {gnuplot commands;}

where unix_day is the unix-timestamp column.
Can anyone with gnuplot experience tell me what commands need to go in the braces for this to work?

I'm using gretl 1.10.1 on Windows 7.

<div><div dir="ltr"><div>
<div>
<div><div><div><div>
<div>
<div>
<div>
<div>
<div>
<div>Hi,<br>
</div>I'm fairly new to gretl. It's a good tool that helps me with my work.<br>
</div>I have a question about plotting time series (daily data) with the date as labels on the x axis.<br>
</div>I've
 noticed that when using the --time-seires option in gnuplot, the plot is always against a single data scale (on the left).<br>
</div>In other words, the option --time-series, seems to imply --single-yaxis. This behavior is not documented in the User's Guide and I want to ask if there is a way to undo this behavior and let a gnuplot with --time-series use both left and right axes. If I don't use --time-series, I can still plot versus an index column but then&nbsp; the x-labels are not dates.<br>Here's an example to illustrate: <br><br>open anscombe.gdt<br>
</div>setobs 7 2015-02-18 --time-series&nbsp; # assign some arbitrary date range to sample data<br>genr index<br>y100=y1*100&nbsp;&nbsp; # scale the data by 100 to get different value ranges<br>gnuplot x y100 --time-series --with-lp&nbsp;&nbsp; # both series on left axis scale<br>gnuplot x y100 index --with-lp&nbsp; # second series scale is separate (Right axis)<br><br>
</div>Another note, I had an idea that a potential workaround could be adding a unix-timestamp column to my data (I can easily do that with my data source) and then telling gnuplot to format the x axis as a date. Something like: <br><br>gnuplot y1 y2 unix_day --with-lines {gnuplot commands;} <br>
</div></div></div></div>
<br>
</div>
<div>where unix_day is the unix-timestamp column.<br>
</div>
<div>Can anyone with gnuplot experience tell me what commands need to go in the braces for this to work?<br><br>
</div>
<div>I'm using gretl 1.10.1 on Windows 7.<br>
</div>
<br>
</div></div></div>
Henrique Andrade | 18 May 21:17 2015
Picon

Quotation marks (" ") and string manipulation

Dear Gretl Community,

How can I use quotation marks inside a Gretl function that deals with strings? Suppose a I have a text file like this one:

<text file>
O meu nome é "Severino",
como não tenho outro de pia.
Como há muitos "Severinos",
que é santo de romaria,
deram então de me chamar
"Severino de Maria".
<text file>

Now I would like to use readfile and strsub functions to read the file and replace the quotation marks (" ") with asterisks (* *):

<hansl>
string Texto = readfile("Morte e Vida SeverinaSeverino.txt")
strinf Novo_Texto = strsub(Texto, """, "*")
<hansl>

Best regards,
Henrique

<div><div dir="ltr">
<div class="gmail_signature">
<div>Dear Gretl Community,</div>
<div><br></div>
<div>How can I use quotation marks inside a Gretl function that deals with strings? Suppose a I have a text file like this one:</div>
<div><br></div>
<div>&lt;text file&gt;</div>
<div>O meu nome &eacute; "Severino",</div>
<div>como n&atilde;o tenho outro de pia.</div>
<div>Como h&aacute; muitos "Severinos",</div>
<div>que &eacute; santo de romaria,</div>
<div>deram ent&atilde;o de me chamar</div>
<div>"Severino de Maria".</div>
<div>&lt;text file&gt;</div>
<div><br></div>
<div>Now I would like to use readfile and strsub functions to read the file and replace the quotation marks (" ") with asterisks (* *):</div>
<div><br></div>
<div>&lt;hansl&gt;</div>
<div>string Texto = readfile("Morte e Vida SeverinaSeverino.txt")</div>
<div>strinf Novo_Texto = strsub(Texto, """, "*")</div>
<div>&lt;hansl&gt;</div>
<div><br></div>
<div>Best regards,</div>
<div>Henrique</div>
<div><br></div>
</div>
</div></div>
Paulo Grahl | 18 May 19:25 2015
Picon

Quick (and urgent) help with script...has it changed?

Hello,
I have the following piece of code in my script:

loop t=(jsample+2)..tend
    loop foreach i ylist
        $i[t]=$ihat[t]
    endloop    
endloop

where jsample and tend are scalars and ylist is a list with a few time series, say "hires" and "quits".
I had generated hireshat and quitshat with the forecasts for the end of the sample. The idea of the loop is to included the forecasts into the original time series "hires" and "quits". 
It all worked fine when I last run the code (about 3 months ago). Now, I get an error message saying that 
$i[t] = $ihat[t] is a syntax error.

Has anything changed in how the script understands $i[t] ??
Thanks!
Paulo

<div><div dir="ltr">
<div>Hello,</div>
<div>I have the following piece of code in my script:</div>
<div><br></div>
<div>loop t=(jsample+2)..tend</div>
<div>&nbsp; &nbsp; loop foreach i ylist</div>
<div>&nbsp; &nbsp; &nbsp; &nbsp; $i[t]=$ihat[t]</div>
<div>&nbsp; &nbsp; endloop &nbsp; &nbsp;</div>
<div>endloop</div>
<div><br></div>
<div>where jsample and tend are scalars and ylist is a list with a few time series, say "hires" and "quits".</div>
<div>I had generated hireshat and quitshat with the forecasts for the end of the sample. The idea of the loop is to included the forecasts into the original time series "hires" and "quits".&nbsp;</div>
<div>It all worked fine when I last run the code (about 3 months ago). Now, I get an error message saying that&nbsp;</div>
<div>$i[t] = $ihat[t] is a syntax error.</div>
<div><br></div>
<div>Has anything changed in how the script understands $i[t] ??</div>
<div>Thanks!</div>
<div>Paulo</div>
<div><br></div>
</div></div>
Sven Schreiber | 18 May 12:29 2015
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Building only gretlcli

Hi,

I would like to build the current development version on a Linux server 
where I will/can only use the command-line (CLI) version of gretl 
without any GUI. Are there any instructions about configure switches or 
similar on how to build this CLI subset of gretl? I couldn't find 
anything apart from the standard "full-build" instructions (but I 
haven't looked very thoroughly).

I do not have root access on that server, and I'm not sure if a standard 
full build of gretl (including the GUI version) would succeed due to the 
build dependencies, but maybe it would. However my preference would be 
to only build what's really necessary.

thanks,
sven
Miranda Svanidze | 18 May 10:14 2015
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Help - estimation of Profile likelihood function for TVECM

Hello, 
I am new here. 

My problem is following: I want to calculate entire profile likelihood function (and then find maximum value) in order to find threshold estimate and run TVECM model. Therefore I want to build script (with loop programming) which will calculate just entire profile likelihood function in Gretl. The other estimations I can perform myself. 


To provide you with detailed information about my problem I attach separate file “TVECM.inp” in this email. Inside you will find all necessary information. 

  

Thank you!


Kind regards, 

Miranda

Attachment (TVECM.inp): application/x-gretlscript, 1163 bytes
<div><div dir="ltr">Hello,&nbsp;<div>I am new here.&nbsp;</div>
<div><span><br></span></div>
<div>My&nbsp;problem&nbsp;is following: I want to&nbsp;<span>calculate entire profile likelihood
function (and then find maximum value) in order to find threshold estimate and run TVECM model. Therefore I want to build script (with loop programming) which will
calculate just entire profile likelihood function in Gretl. The other estimations I can perform myself.&nbsp;</span>
</div>
<div>
<p class="MsoNormal"></p>

<p class="MsoNormal"><br></p>

<p class="MsoNormal"><span>To provide you with detailed information about my problem I
attach separate file &ldquo;TVECM.inp&rdquo; in this email. Inside you will find all necessary information.&nbsp;</span></p>

<p class="MsoNormal"><span>&nbsp;</span><span>&nbsp;</span></p>

<p class="MsoNormal"><span>Thank you!</span></p>
<p class="MsoNormal"><span><br></span></p>
<p class="MsoNormal"><span>Kind regards,&nbsp;</span></p>
<p class="MsoNormal"><span>Miranda</span></p>
</div>
</div></div>
jamesdamamp | 18 May 06:49 2015
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(no subject)

 
Hello all,
 
I'd like to run a fixed effects model in Gretl that includes both enitity fixed effects (in my case: country)  and time effects  (in my case: year). I'm just checking that this can be achived by selecting the fixed effects model and clicking on the 'include time dummies' radio button? That will include both effects, yes?
 
Thanks in advance for your time.
<div><div>
<div>&nbsp;</div>

<div class="signature">Hello all,</div>

<div class="signature">&nbsp;</div>

<div class="signature">I'd like to run a fixed effects model in Gretl that includes both enitity fixed effects (in my case: country)&nbsp; and time effects&nbsp; (in my case: year). I'm just checking that this can be achived by selecting the fixed effects model and clicking on the 'include time dummies' radio button? That will include both effects, yes?</div>

<div class="signature">&nbsp;</div>

<div class="signature">Thanks in advance for your time.</div>
</div></div>

Gmane