Re: [Gretl-users] Johansen question

Am 02.05.2011 16:04, schrieb Charles Koss: > In my opinion, the additional discusions about econometric methods is > tied to the methods available in GRETL, so, I think is unnecesary to > create another list. In addition, on average, the amount of emails is > low in comparison to other lists. > >

Re: [Gretl-users] Johansen question

Criterion is best is simply based on the  Criterion's ability to overestimate optimal lags.   Ignacio's explanation is therefore compatible with Khim(2004) when no priority is given lag-overestimation over lag-underestimation. --- On Mon, 5/2/11, Ignacio Diaz-Emparanza <ignacio.diaz-

Re: [Gretl-users] Johansen question

What about encouraging in this list discussions tied to the econometric theory as it relates to the methods implemented in GRETL? So that, we discourage, unrelated econometric theory to the implemented methods in GRETL. As the old old old saying goes "We can not have bread without the dough as we

Re: [Gretl-users] Johansen question

------- > > Message: 1 > Date: Sun, 1 May 2011 18:01:21 -0500 > From: "Summers, Peter" > Subject: Re: [Gretl-users] Johansen question > To: Gretl list > Message-ID: ><8885DA157278484489B1EBC8B8C043E3010AADCBB80D(a)COTTUS.ttu.edu> > Content-

Re: [Gretl-users] Johansen question

El 01/05/11 23:07, Anutechia Asongu escribió: > Thanks Micheal, > In addition to the concern over what optimal lags to choose. When > observations are less than 60, the AIC and FPE best to optimise lags > that fit the model to the data structure. However, when observations are > above 60, the HQC i

Re: [Gretl-users] Johansen question

erestimate optimal lags. >> Ignacio's explanation is therefore compatible with Khim(2004) when >> no priority is given lag-overestimation over lag-underestimation. >> >> >> --- On *Mon, 5/2/11, Ignacio Diaz-Emparanza < >> ignacio.diaz-emparanza(a)ehu

Re: [Gretl-users] Johansen question

This would benefit young and relatively less experienced researchers like me. Cheers Talha 2011/5/2 Henrique Andrade : > Em 1 de maio de 2011 Peter escreveu: >> >> If positive, how about 'gretl-methods'? > > Good suggestion! > Best, > -- > Henrique C. de Andrade > Doutorando em Economia Aplicad

Re: [Gretl-users] Johansen question

s.   Ignacio's explanation is therefore compatible with Khim(2004) when no priority is given lag-overestimation over lag-underestimation. --- On Mon, 5/2/11, Ignacio Diaz-Emparanza wrote: From: Ignacio Diaz-Emparanza Subject: Re: [Gretl-users] Johansen question To: "Gretl list&qu

Re: [Gretl-users] Johansen question

Me too --- On Sun, 5/1/11, Talha Yalta wrote: From: Talha Yalta Subject: Re: [Gretl-users] Johansen question To: "Gretl list" List-Post: gretl-users@gretlml.univpm.it Date: Sunday, May 1, 2011, 10:14 PM This would benefit young and relatively less experienced researchers like

Re: [Gretl-users] Johansen question

Em 1 de maio de 2011 Peter escreveu: If positive, how about 'gretl-methods'? > Good suggestion! Best, -- *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge Em 1 de maio de 2011 Peter escreveu: If positiv

Re: [Gretl-users] Johansen question

> On Sun, May 1, 2011 at 5:17 AM, Allin Cottrell wrote: >>> >>> For a bivariate case, if the trace test rejects c=0 and does not >>> reject c=1, I report c=1. >> >> OK. >> >>> If it is the other way around, then I report c=0 as the test >>> result. >> >> On the trace test, that result would seem

Re: [Gretl-users] Johansen question

If positive, how about 'gretl-methods'? PS From: gretl-users-bounces(a)lists.wfu.edu [gretl-users-bounces(a)lists.wfu.edu] On Behalf Of Allin Cottrell [cottrell(a)wfu.edu] Sent: Sunday, May 01, 2011 6:29 PM To: Gretl list Subject: Re: [G

Re: [Gretl-users] Johansen question

On Sun, 1 May 2011, MICHAEL BOLDIN wrote: > (this post might be considered a test of whether an econometric > methodology list connected to GRETL would be worthwhile or fills a > need). That's an interesting question. Participants in the gretl-users list are generally tolerant (up to a point) of

Re: [Gretl-users] Johansen question

Thank your Professor Cottrell. These explanations are very useful. Best regards Talha On Sun, May 1, 2011 at 5:17 AM, Allin Cottrell wrote: > On Sun, 1 May 2011, Talha Yalta wrote: > >> I want to add a table which will show Johansen tests can give >> different results in small samples when diff

Re: [Gretl-users] Johansen question

wfu.edu [gretl-users-bounces(a)lists.wfu.edu] On Behalf Of MICHAEL BOLDIN [mboldin(a)temple.edu] Sent: Sunday, May 01, 2011 3:54 PM To: gretl-users(a)lists.wfu.edu Subject: Re: [Gretl-users] Johansen question >>For a bivariate case, if the trace test rejects c=0 and does not >>reject c=1, I repor

Re: [Gretl-users] Johansen question

>>For a bivariate case, if the trace test rejects c=0 and does not >>reject c=1, I report c=1. If it is the other way around, then I report >>c=0 as the test result. >>As you know, sometimes the results can be contradictory so that c=0 >>and c=1 are rejected (or not rejected) simultaneously. >>My

Re: [Gretl-users] Johansen question

with increase in degrees of freedom( See: Khim(2004): http://ideas.repec.org/a/ebl/ecbull/v3y2004i33p1-9.html) --- On Sun, 5/1/11, MICHAEL BOLDIN wrote: From: MICHAEL BOLDIN Subject: Re: [Gretl-users] Johansen question To: gretl-users(a)lists.wfu.edu List-Post: gretl-users@gretlml.univpm.it

Re: [Gretl-users] Johansen question

Thanks Sven --- On Sun, 5/1/11, Sven Schreiber wrote: From: Sven Schreiber Subject: Re: [Gretl-users] Johansen question To: "Gretl list" List-Post: gretl-users@gretlml.univpm.it Date: Sunday, May 1, 2011, 1:07 PM > On Sun, May 1, 2011 at 5:17 AM, Allin Cottrell wrote:

[Gretl-users] Johansen question

Hi all, I am currently revising a paper and I hope you could help me with a small question that is not really gretl specific. I want to add a table which will show Johansen tests can give different results in small samples when different parameters are used. In the table, I just use the trace tes

Re: [Gretl-users] Johansen question

On Sun, 1 May 2011, Talha Yalta wrote: > I want to add a table which will show Johansen tests can give > different results in small samples when different parameters are used. > In the table, I just use the trace test results (since this is just to > prove a point) and choose lags 1, 2, and 3. I a