Re: [Gretl-users] help with SVAR

2012-05-22 Thread Allin Cottrell
On Wed, 23 May 2012, Sven Schreiber wrote: > Am 22.05.2012 23:42, schrieb Allin Cottrell: >> On Tue, 22 May 2012, Claudio Shikida wrote: >> >>> Here is a strange thing. I took the real GDP per capita (chain) from China >>> and USA (Penn World Tables, Gretl, Database). I used the whole sample >>>

Re: [Gretl-users] help with SVAR

2012-05-22 Thread Allin Cottrell
On Tue, 22 May 2012, Claudio Shikida wrote: > Here is a strange thing. I took the real GDP per capita (chain) from China > and USA (Penn World Tables, Gretl, Database). I used the whole sample > (1950-2004, if I am not wrong) > > So I started a basic work with time series. I applied an ADF test

Re: [Gretl-users] (no subject)

2012-05-22 Thread artur tarassow
This works fine, Ignacio! Thanks for your help! Artur 2012/5/22 Ignacio Diaz-Emparanza > Artur: > > I think this is a problem with the way in that 'loop foreach' treats > its arguments: probably first if they are two or more arguments all of > them are treated as strings, for a unique

Re: [Gretl-users] help with SVAR

2012-05-22 Thread 敷田治誠 クラウジオ
Hello Here is a strange thing. I took the real GDP per capita (chain) from China and USA (Penn World Tables, Gretl, Database). I used the whole sample (1950-2004, if I am not wrong) So I started a basic work with time series. I applied an ADF test in the China's variable using constant and

Re: [Gretl-users] (no subject)

2012-05-22 Thread Ignacio Diaz-Emparanza
Artur: I think this is a problem with the way in that 'loop foreach' treats its arguments: probably first if they are two or more arguments all of them are treated as strings, for a unique argument it checks if it is a list or a string and act different in each case. A solution may be: open

[Gretl-users] (no subject)

2012-05-22 Thread artur tarassow
Dear gretl mailing list, I want to generate strings containing the names of the variables within the respective list. For an individual list it works properly: open denmark list ttt = LRM IBO loop foreach i ttt sprintf astr "%11s", "$i" print astr endloop But for a loop

Re: [Gretl-users] Asymptotic standard errors in dynamic panel estimation(GMM)

2012-05-22 Thread Allin Cottrell
On Tue, 22 May 2012, Anutechia Asongu wrote: > I have a little qualm. I'm using System-GMM  to model  a > hypothesis. The 'asymptotic standard error' option eases the > significance of estimated coefficients. Is there a 'thumb rule' > for the inclusion for this option? The rule of thumb is

Re: [Gretl-users] accessing the LR test for (G)ARCH terms after GARCH estimation

2012-05-22 Thread Allin Cottrell
On Mon, 21 May 2012, artur tarassow wrote: > I tried to access the LR-test test statistics and p-value for (G)ARCH terms > after estimating a GARCH like this: > > > open b-g.gdt > dY = diff(Y) > garch 1 1 ; dY const --stdresid > > > but I could not find any accessors. I guess we could use the

[Gretl-users] Asymptotic standard errors in dynamic panel estimation(GMM)

2012-05-22 Thread Anutechia Asongu
Hi All,     I have a little qualm. I'm using System-GMM  to model  a hypothesis. The 'asymptotic standard error' option eases the significance of estimated coefficients. Is there a 'thumb rule' for the inclusion for this option?   Cheers Hi All,