Am 20.07.2011 19:35, schrieb Johann Jaeckel:
> Hello.
>
> It's my first time posting on this list. I hope the issue I am having is
> appropriate for this forum. Any help is greatly appreciated.
>
> I want to estimate a simple model with one independent variable using
> MLE with a twist.
>
>
Am 20.07.2011 10:31, schrieb cox m. (mc12v07):
> Hi,
>
> I am trying to perform a constrained linear regression in gretl for
> which the beta coefficients are all non-negative and sum to unity. Is
> there anyway that I can do this?
>
I would suggest a simple approach first, i.e. express the
Hello.
It's my first time posting on this list. I hope the issue I am having is
appropriate for this forum. Any help is greatly appreciated.
I want to estimate a simple model with one independent variable using
MLE with a twist.
The twist is the following, the effect of the independent
Dear Jack, dear Allin,
Thanks for in depth explanation. You really helped a lot to put things
in focus for me considering GIG and Gretl. My bad is that I did not
check for normality immediate but I got stuck on VCV methods.
You live you learn :)
Thanks once more, and I post comments when I
hots for Windows and OS X, and also in the temporary
source update file:
http://www.wfu.edu/~cottrell/tmp/gretl-update-20110720.tar.gz
Note: DO NOT attempt to use the source update file unless
your copy of gretl CVS was up-to-date as of 2007-07-16.
Allin cottrell
On Wed, 20 Jul 2011, Davor Horvatic wrote:
> Dear Jack,
>
> I want first to thank you for detailed answer on the restriction of the
> GARCH parameters. I will look to dig some more details out if I can.
I put some of that into the gig pdf doc; when CVS comes back up and you
can download it,
I have detect the following bugs in bugs in Gretl 1.9.5cvs:
1) with some data (for example attached data), the ADF test doesn't
allow the option "quadratic trend", but includes it in the other options.
2) If I select an AR model with specific lag and conditional ML, I can't
remove the AR
Hi,
I am trying to perform a constrained linear regression in gretl for which the
beta coefficients are all non-negative and sum to unity. Is there anyway that I
can do this?
Kind Regards
Matt
Dear Jack,
I want first to thank you for detailed answer on the restriction of the
GARCH parameters.
I will look to dig some more details out if I can.
In this post I'll be as detailed as I can be. In attachment you will find
time series used to reproduce numbers mentioned below. I'm wondering
