[Gretl-users] GMM non-negativity constraints with --lbfgs option

t happen that it takes a negative number, puts it inside a square root, and doesn't at least abort if not move away, but keeps on trying negative candidates? -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Econo

[Gretl-users] Re: Hessian with negative/missing diagonal elements ?

detail and trace iteration-by-iteration how the estimator lost its way. In the same spirit, obtaining an impaired Hessian, would tell me which coefficients under estimation are linked to the problem, and this could possibly help in realizing the source/cause of the failure. Alecos Papadopoulos PhD

[Gretl-users] Hessian with negative/missing diagonal elements ?

uot; values in the diagonal / std errors. -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ ORCID:-0003-2441-4550

[Gretl-users] Kalman Filter together with maximum likelihood - clarification about the Variance-Covariance things

y run various simulations to see what happens. -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ ORCID:-0003-2441

[Gretl-users] Re: Question about the Kalman Filter - MLE combination

Thanks Allin - and thanks Sven for the earlier e-mail. I am fully covered. Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ ORCID:-0003

[Gretl-users] Question about the Kalman Filter - MLE combination

) scalar CHECK = (alpha>0) && (alpha<1) params alpha end mle ...or do I need something more elaborate? (maybe there is an issue with the fact that good news for ERR is when ERR=0 while good news for CHECK is when CHECK = 1, if I understand correctly?) -- Alecos Papadopoul

[Gretl-users] Gretl User's guide State Space modeling - clarification

ition equation alone, which will then affect the first time point of the measurement equation. Which of the two does gretl do? -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE

[Gretl-users] SFspec - function package for testing the Stochastic Frontier model

models using the Generalized Exponential distribution./" Journal of Productivity Analysis/, /55/(1), 15-29. -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web:

[Gretl-users] Installing function packages - possible issue with two local storage locations

in C:\Users\/[user name]/\AppData\Roaming\gretl\functions, where frontier 1.1 resides. -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/

[Gretl-users] Re: Halton sequences

set stopwatch Allin [Allin does things] endAllin scalar bolt = $stopwatch print bolt bolt =  1.33e-100 Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web

[Gretl-users] Re: Simulated maximum likelihood using Halton numbers

I was writing the hansl script to use mrandgen()! There is always a gretl way. Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ ORCID:-0003-

[Gretl-users] Simulated maximum likelihood using Halton numbers

ing" in (0,1) that is the advantage of Halton numbers? (again this "idea" is just to make small talk -it may be totally silly). Is there any way to generate what I need inside gretl? -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics

[Gretl-users] Inconsistency in info related to Gauss-Legendre

e actual default value, a=-1, or a=0? Thanks. -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/

[Gretl-users] Norm of gradient in mle command

In an mle command with numerical derivatives I get in the script output (actual example) << Gradients:    2.4007  6.7772 -5.3557    -0.89559 (norm 1.96e+000) >> Can somebody please advise  which norm is this, preferably giving also its computation formula? Thanks

[Gretl-users] Re: R: Re: Problem with "invcdf()" and "critical()"

not a real, number, but infinity. Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ ORCID:-0003-2441-4550 On 4/9/2023 11:53, Luca Pedini wrote: Hi

[Gretl-users] Re: Allocation of instrumental variables

I believe this should be scripted, it is not standard two-stage least squares. Regress X1 on Z1 and Z2 and obtain the fitted values, say X1_f Regress X2 on Z3 and Z4 and obtain the fitted values, X2_f Regress Y on a constant and  X1_f, X2_f, Ψ1,Ψ2. Alecos Papadopoulos PhD Affiliate

[Gretl-users] Data with gaps

t in Excel? I already checked in the manual and various internet plattforms, but could not find a solution. So I am greatfull for any suggestion. >> Can we help this person? -- Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundat

[Gretl-users] Re: import problem with quotes in text data files

as <>, the second as <>, and ignoring the "just two series" altogether. Alecos Papadopoulos PhD Affiliate Researcher Dpt of Economics, Athens University of Economics and Business Foundation for Economic and Industrial Research (IOBE) web: alecospapadopoulos.wordpress.com/ sch

[Gretl-users] Little bug in labels command?

I imported a data set from an excel file, saved the session created some new variables executed the /labels/ command with no arguments and I only got the labels of the variables that I have created, not the imported ones. gretl 2022a, windows 7, 64bit -- Alecos Papadopoulos PhD Athens

[Gretl-users] Typo in the help text for "Estimated Density plot..."

In the "help" text for "Estimated Density plot...", in the expression for "h" the sample size is raised in the (1/5) power when it should be raised in the (-1/5) power. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulo

[Gretl-users] Re: Collinearity test missing

Check the command bkw and the function with the same name Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 19/3/2022 17:30, laura.nol...@gmail.com wrote: Dear Team, I wanted to check for

[Gretl-users] Re: One-sample Wilcoxon signed-rank test (difftest command)

Thanks Sven, for the additional input also. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 6/3/2022 17:35, Sven Schreiber wrote: Am 06.03.2022 um 14:44 schrieb Alecos Papadopoulos: Good morning. Do

[Gretl-users] One-sample Wilcoxon signed-rank test (difftest command)

Good morning. Do I suspect correctly that, in difftest X Y --singed-rank if Y  is a series of constant value, say, Y = c, then we are testing whether the median of X is equal to "c"? -- Alecos Papadopoulos PhD Athens University of Economics and Bu

[Gretl-users] Re: Loops and user-defined functions in mle command

Thanks Sven. I wrapped the computation loop in a function and put the function inside the mle command, and it is ok. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 2/10/2021 11:21, Sven Schreiber

[Gretl-users] Loops and user-defined functions in mle command

user's guide, right? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send a

[Gretl-users] Re: The 2021c release candidate is available (with apologies for cross-posting)

In the User's guide ch. 22 I cannot find a mention of the heteroskedasticity-robust estimator "HC3a", which one can find as an option in the model menu. Could you perhaps include this also in the list of the "HCx" esitmators presented I think in p. 196? Thanks.

[Gretl-users] Re: One large matrix or many small matrices for storing simulation results?

= 0.563818 t1 = 0.6347 which is comparable. But the crucial additional point is that, we have some gains if we go down to N X 1 matrices i.e. vectors, so that we can skip the column index. Alecos Papadopoulos PhD Athens University of Economics and Business web

[Gretl-users] Re: One large matrix or many small matrices for storing simulation results?

t1 = 0.641354 t2 = 0.653886 So, perhaps contrary to first a priori impressions, it appears that slicing down the column dimension, if anything, makes gretl slow down a bit. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https:/

[Gretl-users] One large matrix or many small matrices for storing simulation results?

know that one could also (or alternatively) break the large dimension in pieces by, I guess, an IF statement inside the loop that will depend on the loop index value, but I wanted to know if anything can be improved by keeping the one dimension large while chopping off the other. -- Aleco

[Gretl-users] Re: Removal of the "plot_scatter_label" package

ak), that some times can drive less knowledgeable users crazy. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 30/3/2021 15:37, atecon wrote: Hi Arturo, Good that you ask. I guess I should have added

[Gretl-users] Re: Defining a list of series before series are loaded, is it possible?

Wouldn't this work? matrix A = {dataset} list Datalist ={A} Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 22/3/2021 23:22, Iago Varela wrote: If I do: list lista = Exited Age Tenure I ge

[Gretl-users] Re: Problem with deleting series inside a loop

Thanks guys. This solves it, and the $hat accessor idea is also nice. For the moment I used "method 3" as appears in gretl's user guide Cheat Sheet (ch. 21) "Generating the “hat” values after an OLS regression". Alecos Papadopoulos PhD Athens University of E

[Gretl-users] Problem with deleting series inside a loop

now of the solution to NOT use the leverage command and still get my diagonal elements of the hat matrix (in which case the same series will be written over as the loop progresses), but the leverage command is the efficient way to go. So I was wondering, Any way that can I get gretl to delet

[Gretl-users] Treatment of nan by the quantile function

le, I got (mom3Stat[i,1] > bootquant95) = 1 (mom3Stat[i,1] > bootquant90) = 1 (mom3Stat[i,1] > bootquant85) = nan (mom3Stat[i,1] > bootquant80) = 0 It appears strange to have a proper number value for the 0.8-quantile and for the 0.9-quantile so that the inequality conditio

[Gretl-users] Re: OLS Heteroskedasticity robust estimation with all variants - how consecutive set commands work

Totally. It is good that I can loop over the set command. Thanks Jack. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 12/3/2021 14:22, Riccardo (Jack) Lucchetti wrote: On Fri, 12 Mar 2021, Alecos

[Gretl-users] OLS Heteroskedasticity robust estimation with all variants - how consecutive set commands work

e previous needs clearing first) loop i = 1..100 ols Y Xlist ... set hc_version 0 ols Y Xlist -- robust ... set hc_version 1 ols Y Xlist -- robust ... ... set hc_version 3a ols Y Xlist -- robust endloop -- Alecos Papadopoulos PhD Athens University of Economics and Bu

[Gretl-users] Re: Using Gretl with Zoom

Intel(R) Core(TM) i7-3520 CPU @ 2.90GHz 8GB Memory 250GB SSD ...and still Windows 7, 64-bit. Gretl runs perfectly in Zoom, command execution and multiple windows ( the second, if, as Allin said, one shares one's "screen"). Alecos Papadopoulos PhD Athens University of Economi

[Gretl-users] Re: if condition: evaluating NA values

situation where one of the "numbers" is NA, being a missing value or even a "not-a-number". So I think Allin's proposal is the wise one. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kg

[Gretl-users] Re: Idempotency of residual maker matrix

Thanks Jack! Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 11/1/2021 21:56, Riccardo (Jack) Lucchetti wrote: On Mon, 11 Jan 2021, Alecos Papadopoulos wrote: gretl 2020e Windows 64 I created a

[Gretl-users] Idempotency of residual maker matrix

, 0)   (1, 0)   (1, 0)   (1, 0)   (1, 0)   (1, 5.5511151e-017)   (1, -5.5511151e-017)   (1, 0) -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU ___ Gretl-use

[Gretl-users] Re: Categorical variable assignment

setup, if you have a separate variable to indicate whether there are children in the household or not, then you should not use it anymore, since in such a household the three variables will each take the value 0. Alecos Papadopoulos PhD Athens University of Economics and Business web

[Gretl-users] Re: a (not so short) reflexion on gretl translations

Don't agonize Arthur. As they say, Traduttore, traditore /or/ Traducteur, traître. Translation, is after all, an estimator, and only at the unreachable limit does its variance vanish. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpres

[Gretl-users] Re: Durbin-Watson statistic and Durbin's h

Here are some reasons why https://stats.stackexchange.com/a/148290/28746 https://stats.stackexchange.com/a/205262/28746 Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 10/11/2020 10:00, Riccardo

[Gretl-users] Re: Hard copy of User Guide - update?

're Legion. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ scholar:https://g.co/kgs/BqH2YU On 21/10/2020 21:55, Allin Cottrell wrote: On Wed, 21 Oct 2020, algoj...@tutanota.com wrote: Ok, my bad. I just assumed that it was made available

[Gretl-users] Clarification related to the resample() gretl function

rap sample should be smaller than the original? If not, what would be the proper way to write this command, when we do /not/ want "resampling by moving blocks", but we /do/ want to do an "m out of n" bootstrap? -- Alecos Papadopoulos PhD Athens University

[Gretl-users] Re: Functionality of functions meanc() - meanr()

e's few special inquiries -but if statistics are of any worth, these "special inquiries" are not so unique. With a bit of careful tagging it could turn into a great gretl-resource. Thanks again for this Hack from Jack. Alecos Papadopoulos PhD Athens University of Economics and B

[Gretl-users] Functionality of functions meanc() - meanr()

atrix meanrowsB  = meanr(B) Here, the result came out ok, with a "nan" result for the 6 rows of "B" that were filled with "nan" originally. But what would happen if in some row I would have some numbers and some "nan"? Will the meanr() return then a

[Gretl-users] Re: Negative numbers to fractional powers

tion. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 13/8/2020 04:55, Allin Cottrell wrote: On Wed, 12 Aug 2020, Alecos Papadopoulos wrote: Now, consider series "Z" which has both positive /and/ neg

[Gretl-users] Re: Negative numbers to fractional powers

uess we can avoid the obvious conditional if-else statement, and compute W  by writing W = sgn(Z) * (abs(Z)^(1/3)) that covers also the case of Z taking an exact zero value. Is this the proper/efficient way? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospap

[Gretl-users] Re: gretl 2020c: GUI bug warning - Another (related) bug

uot;OK" and gretl crashes. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 5/8/2020 19:35, Allin Cottrell wrote: We've discovered a bug in the recent 2020c release. It's maybe not very likely to ge

[Gretl-users] Re: How to undo an action in Gretl?

Maybe it will be beneficial for them  to experience in a most practical way that there are some things in life where mistakes cannot be undone with a click... and this is relevant to Understanding Crises. Alecos Papadopoulos PhD Athens University of Economics and Business web

[Gretl-users] Re: running "foreign" on windows

t << ? foreign language=R ? a <- 1 ? am <- matrix (c(a), nrow = 1,ncol = 1) ? gretl.export(am) ? end foreign wrote matrix C:/Users/alpapadopoulos/AppData/Roaming/gretl/am.mat ? ac = mread("am.mat", 1) Generated scalar ac = 1 >> and one can find the scalar "ac&q

[Gretl-users] Traces of deceased test commands?

o. I guess they are deceased, and should disappear from the User Guide also? By automatic search, it appears that they do not appear  in any other page of the User Guide. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordp

[Gretl-users] Clarification on Gauss-Legendre quadrature

/apply the transformation. Any suggestions? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscri

[Gretl-users] On manageable matrix dimenisons

wondering whether such a large row dimension will create problems of speed or any other kind of problems. Any suggestion on that? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos

[Gretl-users] Re: Sign function in gretl

tes all the confusion I think, because it is one step prior to consider the answer (the "IF") on which the possible actions will depend. It appears to link a question to possible actions without providing the possible answers in between that determine which act

[Gretl-users] Sign function in gretl

n. Is it hidden somewhere? :) -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email

[Gretl-users] A question on Kalman Filter/MLE

0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 (norm 0.00e+000) Tolerance = 1.81899e-012 Matrix is not positive definite Error executing script: halting >> -- Alecos Papadopoulos PhD Athens University of Econ

[Gretl-users] Re: MLE estimation N/A std errors even when based on Outer product matrix

That Jack replied faster than gretl executes. Not a scientifically accurate statement, I know, but it is poetically correct. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 26/3/2020 22:09, Allin Cottrell

[Gretl-users] Re: MLE estimation N/A std errors even when based on Outer product matrix

Thanks Jack. Faster than gretl, as usual. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 26/3/2020 18:38, Riccardo (Jack) Lucchetti wrote: On Thu, 26 Mar 2020, Alecos Papadopoulos wrote: Gretl 2020a

[Gretl-users] MLE estimation N/A std errors even when based on Outer product matrix

are the square root of the variance. Somebody please? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.i

[Gretl-users] Re: "Verbose" option in mle command

Thanks Jack, it's great to have both options indeed. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 25/3/2020 11:36, Riccardo (Jack) Lucchetti wrote: On Wed, 25 Mar 2020, Alecos Papadopoulos wrote

[Gretl-users] "Verbose" option in mle command

If indeed this is the case, can I ask why? I had found them to be really helpful when I was dealing with convergence issues. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.pa

[Gretl-users] Computation method for the Bivariate Normal CDF

Good afternoon, Guardians of gretl. Can you please tell me which approximation method is used for the computation of the Bivariate Normal CDF in the cdf(D, rho, z1, z2) function? Thanks. -- Alecos Papadopoulos PhD Athens University of Economics and Business web

[Gretl-users] Re: gretl 2020a Windows 64bit

had a session file (*.gretl) loaded. IT IS INDEED FIXED in gretl 2020a Windows 64bit -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos It's now available

[Gretl-users] Re: MLE and binary (scalar) min and max operators

s1*d4    series A2 = dens2*(1/m)    series A3 = dens3*d2 scalar check =   (a>0) && (b>0) params bcoeff  a b end mle -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos Am 20.02.2020 um 21:37 schrieb Ale

[Gretl-users] A small administrative issue with gretl 2019d

file already exists with a script in it. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos ___ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscr

[Gretl-users] MLE and binary (scalar) min and max operators

= starting value mle  logl = log(a) + log(Φ(ε / s + min(a-b,0))) + exp(-max(a,b)) ... I am not asking about convergence issues or negative logarithms, these are model/data issues. Only if the mle command accepts in principle to work with the binary min/max operators. -- Alecos Papadopoulos

[Gretl-users] Re: Kalman and MLE issue

relations. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 7/1/2020 00:57, Riccardo (Jack) Lucchetti wrote: On Sun, 29 Dec 2019, Allin Cottrell wrote: On Mon, 30 Dec 2019, Alecos Papadopoulos wrote: ok

[Gretl-users] Re: System of Equations and Kalman/MLE - two suspicions

p(y,H,F,Q) mle logl = ERR ? NA : KF.llt . KF.statemat[1,1] = a11 KF.statemat[2,1] = a12 KF.statemat[3,1] = a11/a12 #or alternatively KF.statemat[3,1] = a13 scalar a13 = a11/a12 #end of alternatively ERR = kfilter(&KF) params a11 a12 end mle  --hessian Alecos Papadopoulos PhD Ath

[Gretl-users] System of Equations and Kalman/MLE - two suspicions

13 is also updated with the MLE estimate. Right? Wrong? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos ___ Gretl-users mailing list -- gretl-users@gretlml.un

[Gretl-users] Re: Kalman and MLE issue

with mle, it would be a useful option. Thanks again Allin. Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 30/12/2019 02:02, Allin Cottrell wrote: On Mon, 30 Dec 2019, Alecos Papadopoulos wrote: ok

[Gretl-users] Re: Kalman and MLE issue

and the first sentence in p. 308 that says <with a forward pass, it can be run without a prior call to kfilter.>>) Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 30/12/2019 01:40, Allin Cottrell

[Gretl-users] Re: Kalman and MLE issue

instead of "kfilter". I get the message << "llt": no such item The formula 'logl = ERR ? NA : kb.llt' produced an error on execution >> I tried also to embed the lot into a function, as the example script does, but I continued to get the same error

[Gretl-users] Re: gretl 2019d released

...and now my gretl did confess of being outdated, and I dutifully installed the new version. Thanks Allin and the gretl team for this New Year's present! Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos

[Gretl-users] Re: gretl 2019d released

Any idea why gretl's "check for updates" still tells me that "You are running gretl 2019c. This is the current version." ? Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos On 23/12/2

[Gretl-users] Fwd: Re: functions and loops SOLVED

udensity(sv, thu, modeu, res))     series modeuvals[i] = modeu[1,1]     smpl full     endloop Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ Forwarded Message Subject:Re: functions and loops Date: Sun, 6 O

[Gretl-users] Re: functions and loops

starting with the fact that I cannot define a function inside a loop, as Gretl informs me. I tried various other ways to essentially loop over a command like BFGScmax that requires as input a function that must change at each instance of the loop, but all failed. Is there a way to do this?

[Gretl-users] Re: Gretl-users Digest, Vol 152, Issue 31 - the invcdf function

  m  *   >   e    --  *   --   j!  *  j=0  *  * The terms are not summed directly; instead the incomplete  * Gamma integral is employed, according to the relation  *  * y = pdtr( k, m ) = igamc( k+1, m ).  *  * The arguments must both be positive. Alecos Papadopoulos PhD Athens University

[Gretl-users] About the invcdf function for discrete distributions

erate Uniform(0,1) series Xd = invcdf(P, 2, U)   # generate Poisson with mean 2 but the Xd series did not have integer values, so it cannot be a Poisson rv. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpres

[Gretl-users] Re: use of command "break"

ng" and eventually Gretl crashed, loosing what simulation work had been done up to then. Obviously I am doing this wrong. Can somebody detail the exact micro-steps needed to use this command? The script that was running had a loop embedded in another. Thanks. -- Alecos Papadopoulos PhD A

[Gretl-users] Fwd: Re: a head scratcher SOLVED

fic situation     return replace(X, a[,1], b[,1]) end function series Y = lowlim(X) When called, the function creates a series, here Y, where Y(i) = the immediately smaller value in the support of X from the value in X(i) Thanks again. Alecos Papadopoulos PhD Athens Unive

[Gretl-users] Re: Gretl-users Digest, Vol 152, Issue 19 - alternative ranking function

function and it works just fine. Thanks! Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ On 22/9/2019 01:00, gretl-users-requ...@gretlml.univpm.it wrote: Send Gretl-users mailing list submissions to gretl-users

[Gretl-users] Re: an alternative "ranking" function

I didn't suggest to replace the ranking function, just asked if we could have also the "rankingalt" function. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ cell:+30-6945-378680 skype:alecos.papadopoulos ___

[Gretl-users] Re: a head scratcher

he X series". (If the Y series is created using a loop, I guess I can deal with what happens when X(i) is the minimum value in the series by an "if" command) E.g. if the X series has unique values {-3,  -1, 5,   17}, then X(i) = 5 => Y(i) = -1, X(j) = -1 => Y(j) = -3,  

[Gretl-users] An alternative "ranking" Gretl function ?

(my case relates to mixed Copulas), so I was wondering whether Gretl could acquire a function like "rankingalt" above. Thanks. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ __

[Gretl-users] Issue with dummify command and a head scratcher

   5,   17}, then X(i) = 5 => Y(i) = -1, X(j) = -1 => Y(j) = -3,   etc. I would much appreciate any ideas. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ ___ Gretl-users mailing list -

[Gretl-users] Re: Gretl-users Digest, Vol 148, Issue 8 (Ramsey model - no hope for the lazy)

it is more specific > than "Re: Contents of Gretl-users digest..." > > Today's Topics: > > 1. Re: Gretl-users Digest, Vol 148, Issue 7 (steady state tricks for the > lazy) >(Alecos Papadopoulos) > 2. Re: Gretl-users Diges

[Gretl-users] Re: Gretl-users Digest, Vol 148, Issue 7 (steady state tricks for the lazy)

n by "advantage"? In intertemporal utility terms or something else? Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ On 8/5/2019 21:50, gretl-users-request(a)gretlml.univpm.it wrote: > Brief word to the wise: I'd like to kn

[Gretl-users] Re: Gretl-users Digest, Vol 147, Issue 30 (series from matrix)

then the line <> worked just fine, and gave me qqq as a series. Thanks! Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ cell:+30-6945-378680 skype:alecos.papadopoulos On 27/4/2019 01:00, gretl-users-request(a)gretlml.univpm.it wr

[Gretl-users] Series from matrix

more, I get <> I run Gretl 2019a, 64-bit, Windows 7. -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/

Re: [Gretl-users] Some apocryphal commentary

ing random variables as you need and hope it will" ? The really comforting thing is that this Tomorrow usually does come... Alecos Papadopoulos PhD Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics web: alecospapadopoulos.wordpress.

Re: [Gretl-users] Problem with Add Random Variable menu command CONTD

the message <>, even though I have typed a simple name like "X1" or "Z3" in the relevant box. When trying to generate Student's, Chi-square or F distributions, the command works. The randgen function continues to work fine in script mode. Alecos Papadopoulos PhD

[Gretl-users] Problem with Add Random Variable menu command

I have version 2018d Windows 64-bit. I try to generate random numbers using the "Random variable..." command in the Add menu and I get <<'U1' -- no numeric conversion performed!>> In script mode, the command series U1 = randgen(U1,0,1) works fine. --

Re: [Gretl-users] Gretl-users Digest, Vol 142, Issue 10 upcoming change to the list!

will create a proper Gretl world. Initial viability and content of the site should be guaranteed, because we could "ask and answer" there, selected issues that have come up in the past and dealt here, and are still relevant. Alecos Papadopoulos PhD Athens University of Economics an

Re: [Gretl-users] Gretl-users Digest, Vol 138, Issue 20 Salvaging info on the sample-restriction criteria

Allin, thanks for the immediate response, and it's good to know that you can make Gretl by-pass the laws of physics! Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics https://alecospapadopoulos.wordpres

[Gretl-users] Subsample info: a little inconvenience

sing through a black hole"?) -- Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics https://alecospapadopoulos.wordpress.com/

Re: [Gretl-users] New "frontier" package Gretl-users Digest, Vol 138, Issue 14

I cannot find the "frontier.pdf" documentation. Does it become available only when I install the package locally? Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics https://alecospapadopoulos.wor

Re: [Gretl-users] The Greek locale issue Gretl-users Digest, Vol 136, Issue 14

vant? 2) Regarding the native controls, I found in the Registry |HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Control\Nls\CodePage the values ACP 1253 MACCP 10006 OEMCP 737 | Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences

Re: [Gretl-users] Gretl-users Digest, Vol 136, Issue 13 - The Greek issue

Note that in place of "???" below I have originally written Greek letters. Alecos Papadopoulos PhD Candidate Athens University of Economics and Business, Greece School of Economic Sciences Department of Economics On 21/5/2018 21:29, gretl-users-request(a)lists.wfu.edu wrote: &g

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