Allin, thank you very much, you said "This is now fixed in CVS". But what is CVS, where is it??
On Thu, Nov 17, 2011 at 9:51 AM, Qi Shi <qshi.17(a)gmail.com> wrote: > Thanks Allin and Jack very much. > > On Thu, Nov 17, 2011 at 12:23 AM, Allin Cottrell <cottrell(a)wfu.edu> wrote: >> On Wed, 16 Nov 2011, Allin Cottrell wrote: >> >>> [I see that Jack Lucchetti has replied on this since I started writing, but >>> I'll post it anyway; having two methods to look at might be useful.] >> >> Here's one more variant for comparison: this is closer in >> spirit to Qi Shi's original approach. Note the "orthog" >> specification >> >> orthog elist ; const >> >> will not work right unless you're using current CVS. >> >> <hansl> >> open pricing.gdt >> set force_hc on >> >> scalar delta=0.5 >> scalar gamma=0.5 >> >> series dcg = delta*cons^(-gamma) >> list elist = null >> series e0 = dcg*(1+rf)-1 >> elist = e0 >> loop j=1..10 >> series e$j = dcg*(rf-r$j) >> elist += e$j >> endloop >> >> matrix V0=I(11) >> >> gmm >> dcg = delta*cons^(-gamma) >> e0 = dcg*(1+rf)-1 >> e1 = dcg*(rf-r1) >> e2 = dcg*(rf-r2) >> e3 = dcg*(rf-r3) >> e4 = dcg*(rf-r4) >> e5 = dcg*(rf-r5) >> e6 = dcg*(rf-r6) >> e7 = dcg*(rf-r7) >> e8 = dcg*(rf-r8) >> e9 = dcg*(rf-r9) >> e10 = dcg*(rf-r10) >> orthog elist ; const >> weights V0 >> params delta gamma >> end gmm >> </hansl> >> >> Allin Cottrell >> >> >> _______________________________________________ >> Gretl-users mailing list >> Gretl-users(a)lists.wfu.edu >> http://lists.wfu.edu/mailman/listinfo/gretl-users >> > > > > -- > shi, qi > -- shi, qi
