On Mon, 14 May 2012, Artur Tarassow wrote: > Dear gretl mailing list > > some while ago, Peter Summers posted his translated code from Stock/Watson's > 2007 paper (originally written in Gauss) > (URL: http://lists.wfu.edu/pipermail/gretl-users/2011-February/005897.html). > > I tried to replicate some work, among them Stock/Watson's paper, but > unfortunately I do not get the same or at least similar results using Peter > Summer's code. Even though, the input parameters are as in the original Gauss > code.
What exactly is it that you're comparing between the Stock & Watson paper and gretl output? And are you using the corrected S & W output? http://www.princeton.edu/~mwatson/papers/jmcb_07_stockandwatson_corrected_tables_figures.pdf Allin Cottrell
