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Am 04.05.2015 um 18:03 schrieb Graham Stark:
> On Mon, 2015-05-04 at 18:34 +0300, Alecos Papadopoulos wrote:
>> But these are only asymptotically equivalent, and in practice the
>> estimated sigma^4 is involved, whose estimation is seriously
>> biased in any case for samples much larger than
On Mon, 4 May 2015, Allin Cottrell wrote:
> On Mon, 4 May 2015, Graham Stark wrote:
>
>> I'm puzzled by the output of the Breusch-Pagan Heterokskedasticity test
>>
>> The example here:
>>
>> http://virtual-worlds-research.com/ou/econometrics/hetero_test.zip
>>
>> shows me attempting to
On Mon, 2015-05-04 at 18:34 +0300, Alecos Papadopoulos wrote:
> Graham,
> I verified using your data set that Gretl calculates correctly the
> Breusch-Pagan LM test for heteroskedasticity, as described in the
> original paper,
>
>
> A Simple Test for Heteroscedasticity and Random Coefficient
[Sorry for cross-posting for those who are on several lists]
Dear gretl community,
on behalf of the scientific and the local organizing committees (which
mainly means Ignacio and myself) I'm attaching a first detailed version
of the conference programme.
Some things may still be subject to
On Mon, 4 May 2015, Michael Ott wrote:
> To clarify my initial question regarding performing an interrupted
> time series analysis, I'm looking at time series data before during
> and after an intervention to see if the intervention resulted in a
> change to the data. Based on visual
To clarify my initial question regarding performing an interrupted time series
analysis, I'm looking at time series data before during and after an
intervention to see if the intervention resulted in a change to the data. Based
on visual inspection of the time series plot there is a large
El 30/04/15 a las 23:29, Allin Cottrell escribió:
> On Thu, 30 Apr 2015, Ignacio Diaz-Emparanza wrote:
>
>> [...]
>> Thank you, Allin.
>>
>> When you have time and if it is not excesively time-consuming, it
>> would be good to add an option for importing the "Linear series" from
>> TRAMO/SEATS
Hi,
I'm puzzled by the output of the Breusch-Pagan Heterokskedasticity test
The example here:
http://virtual-worlds-research.com/ou/econometrics/hetero_test.zip
shows me attempting to replicate Gretl's Breusch-Pagan and White tests
on a simple teaching dataset. The White Test is identical
On Mon, 4 May 2015, Graham Stark wrote:
> I'm puzzled by the output of the Breusch-Pagan Heterokskedasticity test
>
> The example here:
>
> http://virtual-worlds-research.com/ou/econometrics/hetero_test.zip
>
> shows me attempting to replicate Gretl's Breusch-Pagan and White tests
> on a simple
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