Dear All,
is it possible to estimate multivariate (3 variables in my case) probit
model in gretl?
I have found "biprobit" but it's only for 2 variables.
I have also found bivariate normal cdf...
Best,
Boris
Hi all,
I have a few questions/issues to report with a cointegration example
that I am trying to simulate using:
nulldata 500
setobs 1 1950 --time-series
series u1 = randgen(N,0,1)
series u2 = randgen(N,0,1)
series Z1 = 0
series Z1 = Z1(-1) + u1
series Z2 = 75 + 0.75*Z1 + u2
1)- When I run a VEC
Hi,
I have car data that I imported from excel. The first column of the
excel worksheet has a car designation label: econ or prestige. The
first 40 observations are econ cars and the next 40 are prestige cars.
In Gretl, the designation appears as a row label. I'd like to subset
the data to
On Wed, 7 Mar 2012, Data Analytics Corp. wrote:
> I have car data that I imported from excel. The first column of the
> excel worksheet has a car designation label: econ or prestige. The
> first 40 observations are econ cars and the next 40 are prestige cars.
> In Gretl, the designation appears
Thanks. This will work for my current problem. But what if I have a
very large data set and the econ observations are scattered throughout
the data set? This won't work.
Walt
On 3/7/2012 3:54 PM, Allin Cottrell wrote:
> On Wed, 7 Mar 2012, Data Analytics Corp. wrote:
>
>> I have car data tha
On Wed, 7 Mar 2012, Data Analytics Corp. wrote:
> Thanks. This will work for my current problem. But what if I have a very
> large data set and the econ observations are scattered throughout the data
> set? This won't work.
Put your string-valued categorical variable somewhere other
than th
Dear All, This may seem a simple question, but is the excess kurtosis value
calculated by GRETL in the summary statistics command, the excess above the
value 3, which is the kurtosis value of a normal curve, i.e. if I have an
excess kurtosis value of 3.12, does that mean the kurtosis value i
Perfect -- thanks
Walt
On 3/7/2012 4:23 PM, Allin Cottrell wrote:
> On Wed, 7 Mar 2012, Data Analytics Corp. wrote:
>
>> Thanks. This will work for my current problem. But what if I have a
>> very large data set and the econ observations are scattered
>> throughout the data set? This won't w
1) I think you will find that
vecm 1 1 Z2 Z1 --rc
estimates your system very well. I dont see the problem.
2) Consider simulating the model in VECM format. Otherwise I see no
problem with your approach.
3) If the series are not cointegrated then the residuals from the
cointegrating regression
AS far as I know what you say is correct. Be careful. The mater is
more confusing as what many texts define as Kurtosis is in effect what
Gretl calls excess kurtosis (i.e. the fourth standardised moment -3)
and not the fourth standardised moment.
Best Regards
John
On 7 March 2012 21:57, Peter T
On 07.03.2012 23:18, John C Frain wrote:
> 1) I think you will find that
>
> vecm 1 1 Z2 Z1 --rc
>
> estimates your system very well. I dont see the problem.
I think Talha means to see unit roots in the output; which is good news,
however, since the data were constructed to have them.
>
> 3) I
On Wed, 7 Mar 2012, Peter Tozer wrote:
> This may seem a simple question, but is the excess kurtosis value
> calculated by GRETL in the summary statistics command, the excess
> above the value 3...
Yes, that's the meaning of "excess kurtosis" (and there's a reason
why gretl uses this unambiguo
On Thu, 8 Mar 2012, John C Frain wrote:
> On 7 March 2012 22:43, Sven Schreiber wrote:
>> On 07.03.2012 23:18, John C Frain wrote:
>>> 1) I think you will find that
>>>
>>> vecm 1 1 Z2 Z1 --rc
>>>
>>> estimates your system very well. I dont see the problem.
>>
>> I think Talha means to see unit
13 matches
Mail list logo
