Re: [Gretl-users] Lyapunov Exponent

[Periklis Gogas]

​Sven thank you very much.

I do not know what these *contributed function packages* are and how I can
use them.​
I will have to start learning new things in Gretl now that I am using it a
lot in my courses.

PG

*Periklis Gogas
<http://www.econ.duth.gr/personel/dep/gkogkas/index.en.shtml>*
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries
<https://www.journals.elsevier.com/the-journal-of-economic-asymmetries/>
Euro Area Business Cycle Network - Fellow
<http://www.eabcn.org/person/periklis-gogas>
The Rimini Centre for Economic Analysis - Fellow
<http://www.rcfea.org/component/option,com_frontpage/Itemid,1/>
The Society for Economic Measurement - Member
<http://sem.society.cmu.edu/home.html>
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow
<http://icemr.ru/institute-for-nonlinear-dynamical-inference/>

On Thu, Feb 8, 2018 at 9:07 PM, Sven Schreiber <svetosch(a)gmx.net> wrote:

> Am 08.02.2018 um 15:26 schrieb Periklis Gogas:
>
>> Thank you Sven! I thought maybe there is something included already since
>> there is also a Hurst exponent estimation.
>>
>
> I understand what you mean. There are some features like Hurst in gretl
> (some in contributed function packages) that deal with long memory and
> fractional integration. This is stuff which is relatively popular in
> financial econometrics. In contrast, I'd say that Chaos-related stuff isn't
> used much in econometrics, although there are certainly overlapping things.
>
> This would be something which would be relatively easy to put into a
> contributed function package I think. Everybody who knows a little bit
> about these methods is welcome to write such a package.
>
>
> cheers,
> sven
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> Gretl-users mailing list
> Gretl-users(a)lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>

​Sven thank you very much.

I do not know what these contributed function packages are and how I can use them.​

I will have to start learning new things in Gretl now that I am using it a lot in my courses.

PG

Periklis Gogas
Associate Professor
of Economic Analysis and International Economics
Department of Economics, Democritus University of Thrace

Associate Editor - Journal of Economic Asymmetries 
Euro Area Business Cycle Network - Fellow
The Rimini Centre for Economic Analysis - Fellow
The Society for Economic Measurement - Member
Institute for Nonlinear Dynamical Inference (INDI) - Charter Fellow

On Thu, Feb 8, 2018 at 9:07 PM, Sven Schreiber <sveto...@gmx.net> wrote:

Am 08.02.2018 um 15:26 schrieb Periklis Gogas:

Thank you Sven! I thought maybe there is something included already since there is also a Hurst exponent estimation.

I understand what you mean. There are some features like Hurst in gretl (some in contributed function packages) that deal with long memory and fractional integration. This is stuff which is relatively popular in financial econometrics. In contrast, I'd say that Chaos-related stuff isn't used much in econometrics, although there are certainly overlapping things.

This would be something which would be relatively easy to put into a contributed function package I think. Everybody who knows a little bit about these methods is welcome to write such a package.

cheers,
sven
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