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

2024-05-28 Thread Riccardo (Jack) Lucchetti
ter() and/or ksmooth(). 3b) the (time-varying) VCVs of the smoothed disturbances, that is a measure of the uncertainty we have when we predict \epsilon_ and \eta_t. Read section 36.7 on this: the point is quite subtle. Hope this helps. ----

[Gretl-users] Re: Possible bug in yahoo.get (spanish)

2024-05-14 Thread Riccardo (Jack) Lucchetti
. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: Possible bug in yahoo.get (spanish)

2024-05-14 Thread Riccardo (Jack) Lucchetti
On 14/05/2024 08:33, Riccardo (Jack) Lucchetti wrote: On 14/05/2024 08:20, Cristián Arturo Ducoing Ruiz wrote: Thanks for your help Artur and Jack! Yes,  I was using the latest version of Gretl and the package. I tried again with two computers. One stationary, Windows 10 and my Laptop

[Gretl-users] Re: Possible bug in yahoo.get (spanish)

2024-05-13 Thread Riccardo (Jack) Lucchetti
periment on a Win10 PC and all was fine. Cristián, are you using the latest version of the package (3.5)? There was an issue with decimal separators, but it was fixed with version 3.2. ------- Riccardo (Jack) Lucchetti Dipartimento di Scien

[Gretl-users] Re: Problem when using a list

2024-05-02 Thread Riccardo (Jack) Lucchetti
On 02/05/2024 13:16, Sven Schreiber wrote: Am 02.05.2024 um 12:53 schrieb Riccardo (Jack) Lucchetti: On 02/05/2024 11:57, Sven Schreiber wrote: Well, I thought so, too. However, even inside a function there seems to be a problem. Test case: [...] I managed to track down the problem somehow

[Gretl-users] Re: Problem when using a list

2024-05-02 Thread Riccardo (Jack) Lucchetti
On 02/05/2024 11:57, Sven Schreiber wrote: Am 02.05.2024 um 11:51 schrieb Riccardo (Jack) Lucchetti: Well, I thought so, too. However, even inside a function there seems to be a problem. Test case: [...] I managed to track down the problem somehow. It looks as if operator precedence might

[Gretl-users] Re: Problem when using a list

2024-05-02 Thread Riccardo (Jack) Lucchetti
series. I think this should be intercepted somehow, and possibly an error should be flagged. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Uni

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

2024-04-06 Thread Riccardo (Jack) Lucchetti
is true of most state space models I know of. Otherwise, things become a bit more complicated. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known

[Gretl-users] Re: Bai-Perron Structural Breaks Model with GUI

2024-04-02 Thread Riccardo (Jack) Lucchetti
of the StrucBreak.gfn file. This is the only sensible explanation. Do you see more than one instance of StrucBreak in the package listing window (the one you get via File>Function Packages>On local Machine)? --- Riccardo (Jack) Luc

[Gretl-users] Re: some panel work we may want to do

2024-02-28 Thread Riccardo (Jack) Lucchetti
of that, Brian, thanks. It so happened that your message started a discussion among developers on more general points. Again, I shouldn't have spammed the whole user list with my message, which was just an internal memo. Sorry, again! --- Riccardo (Jack

[Gretl-users] Re: some panel work we may want to do

2024-02-28 Thread Riccardo (Jack) Lucchetti
On 28/02/2024 21:33, Riccardo (Jack) Lucchetti wrote: OK, this message is meant to summarise a few things we discussed in today's meeting for the benefit of Artur and Sven and also, so that we don't forget. The starting point was B. Revell's message on out-of-sample forecasting in panel

[Gretl-users] some panel work we may want to do

2024-02-28 Thread Riccardo (Jack) Lucchetti
llustrates. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: Panel data

2024-02-06 Thread Riccardo (Jack) Lucchetti
grunfeld.gdt to_drop = {1,2,5,7} smpl !(contains($unit, to_drop)) --restrict --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona

[Gretl-users] Re: [EXTERNAL] Re: First time user of Hansl and creating a matrix of Spearmans correlation

2024-01-30 Thread Riccardo (Jack) Lucchetti
to the collective knowledge stock. In other words, you're not the only one who's learned something. The same can be said of LLMs such as ChatGPT and it competitors ;) --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES

[Gretl-users] Re: First time user of Hansl and creating a matrix of Spearmans correlation

2024-01-30 Thread Riccardo (Jack) Lucchetti
i,j] = rij SC[j,i] = rij endloop endloop # Set row and column names rnameset(SC, names) cnameset(SC, names) return SC end function --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Soci

[Gretl-users] Re: Merging data frames with different number of rows without repeated ID

2024-01-17 Thread Riccardo (Jack) Lucchetti
mend reading the Guide chapter titled "Joining data sources". ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona

[Gretl-users] The spam flood (an apology).

2023-12-28 Thread Riccardo (Jack) Lucchetti
this morning that I clicked on the wrong button, and instead of zapping the junk, I mistakently let it through. Sorry, again! --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche

[Gretl-users] Re: News on JMulTi-related data

2023-12-19 Thread Riccardo (Jack) Lucchetti
On 19/12/2023 11:59, Riccardo (Jack) Lucchetti wrote: On 19/12/2023 10:32, Artur T. wrote: Hi Sven, Thanks for your effort. One question: Is this dataset supposed to be available via the gretl server? I can't access it via the menu (File -> Open data -> Sample file -> Look

[Gretl-users] Re: News on JMulTi-related data

2023-12-19 Thread Riccardo (Jack) Lucchetti
the rest? --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/

[Gretl-users] Re: Seeking Guidance for Innovative Gretl Project: Environmental and Engineering Parameter Estimation

2023-12-08 Thread Riccardo (Jack) Lucchetti
derstanding of Gretl in a practical context. I am eager to learn and absorb insights from the Gretl community. Thank you in advance for your time and assistance. I look forward to the valuable input from this esteemed group. Feel free to ask! -------

[Gretl-users] New version of my book

2023-12-04 Thread Riccardo (Jack) Lucchetti
it in your own courses if you want. And of course, I'd appreciate any comments you may have. Sorry for the shameless self-promotion! --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica

[Gretl-users] Re: Determining Unequal optimum lag length

2023-11-21 Thread Riccardo (Jack) Lucchetti
mincrit = $bic endif endloop print mincrit depvar = ALL[1] ols depvar const best ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Univ

[Gretl-users] Frontier news

2023-11-08 Thread Riccardo (Jack) Lucchetti
a Di Iorio to implement panel estimators for frontier models. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm

[Gretl-users] Fwd: Norm of gradient in mle command

2023-10-27 Thread Riccardo (Jack) Lucchetti
rious to see the rest of the code, see https://sourceforge.net/p/gretl/git/ci/master/tree/lib/src/gretl_bfgs.c from line 1147 onwards. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Polit

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

2023-10-27 Thread Riccardo (Jack) Lucchetti
tra.c line 2866. Thanks!!! ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm

[Gretl-users] Re: Gretl Crash on Windows

2023-10-16 Thread Riccardo (Jack) Lucchetti
3: gretl_maybe_prepend_dir (gretl_paths.c:3085) ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it

[Gretl-users] Re: Allocation of instrumental variables

2023-08-11 Thread Riccardo (Jack) Lucchetti
n-vanilla 2-stage LS. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/s

[Gretl-users] Re: Allocation of instrumental variables

2023-08-11 Thread Riccardo (Jack) Lucchetti
on system method=fiml equation y X equation x1 Z1 equation x2 Z2 endog y x1 x2 end system --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (form

[Gretl-users] Re: Reverse a cross tabulation or frequency table

2023-08-05 Thread Riccardo (Jack) Lucchetti
e extra addon? --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/

[Gretl-users] Re: 100-based indices with panel data (fwd)

2023-07-02 Thread Riccardo (Jack) Lucchetti
-- Forwarded message -- Date: Sat, 1 Jul 2023 13:08:04 + From: Allin Cottrell To: Josué Martínez-Castillo Subject: Re: 100-based indices with panel data On Fri, 30 Jun 2023, Josué Martínez-Castillo wrote: Hi, I'm a newbie in gretl, very excited to learn how to use the

[Gretl-users] Re: 100-based indices with panel data (fwd)

2023-07-02 Thread Riccardo (Jack) Lucchetti
-- Forwarded message -- Date: Sat, 1 Jul 2023 19:39:27 + From: Allin Cottrell To: "Riccardo (Jack) Lucchetti" Cc: Josué Martínez-Castillo , Subject: Re: 100-based indices with panel data On Sat, 1 Jul 2023, Riccardo (Jack) Lucchetti wrote: On Sat, 1 Jul 2

[Gretl-users] Re: 100-based indices with panel data (fwd)

2023-07-02 Thread Riccardo (Jack) Lucchetti
-- Forwarded message -- Date: Sat, 1 Jul 2023 17:36:11 + From: "Riccardo (Jack) Lucchetti" Reply-To: "Riccardo (Jack) Lucchetti" To: Allin Cottrell Cc: Josué Martínez-Castillo , Subject: Re: 100-based indices with panel data On Sat, 1 Jul 2023,

[Gretl-users] Re: 100-based indices with panel data (fwd)

2023-07-02 Thread Riccardo (Jack) Lucchetti
-- Forwarded message -- Date: Sat, 1 Jul 2023 14:41:57 + From: Allin Cottrell To: Josué Martínez-Castillo Subject: Re: 100-based indices with panel data On Sat, 1 Jul 2023, Allin Cottrell wrote: On Fri, 30 Jun 2023, Josué Martínez-Castillo wrote: Hi, I'm a newbie in

[Gretl-users] 100-based indices with panel data (fwd)

2023-07-02 Thread Riccardo (Jack) Lucchetti
Hi all. I'm forwarding to this list a series of messages that Allin and I exchanged with a Josué, a new user (welcome, by the way), offlist. -- Forwarded message -- Date: Sat, 1 Jul 2023 03:54:14 + From: Josué Martínez-Castillo Subject: 100-based indices with panel data

[Gretl-users] Re: R: Re: StrucBreak package (drawback)

2023-05-13 Thread Riccardo (Jack) Lucchetti
to it ;) --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: Merging matrices for plotting

2023-05-11 Thread Riccardo (Jack) Lucchetti
. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: problems with yahoo_get

2023-04-27 Thread Riccardo (Jack) Lucchetti
ng the command "print $dotdir" ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://w

[Gretl-users] Re: problems with yahoo_get

2023-04-27 Thread Riccardo (Jack) Lucchetti
Windows 10 Education and the last Gretl version) Any clues? The server? any security certificate? It would be helpful to know which version of the package they're running. Is it the latest version? ------- Riccardo (Jack) Lucchetti Dip

[Gretl-users] Re: Loop Construction Command

2023-04-02 Thread Riccardo (Jack) Lucchetti
smpl (==i) && (Area==j) --restrict [Code Block] smpl full endif endloop endloop There are marginally more efficient ways to accomplish the same result, but this one is quite simple and should work ok in your case. ----

[Gretl-users] Re: 'summary' request

2023-03-25 Thread Riccardo (Jack) Lucchetti
gate(G, decade, mean) ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/s

[Gretl-users] Re: Multivariate GARCH models

2023-03-10 Thread Riccardo (Jack) Lucchetti
On Fri, 10 Mar 2023, Sven Schreiber wrote: Am 10.03.2023 um 13:26 schrieb Riccardo (Jack) Lucchetti: you may want to change that to "include BEKK.gfn" and check for functions beginning with "Get_": those have now a different name. Jack, do I

[Gretl-users] Multivariate GARCH models

2023-03-10 Thread Riccardo (Jack) Lucchetti
ometrics please give them a go and tell me is you like them. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.luc

[Gretl-users] Re: Johnson-Neyman plots

2023-03-07 Thread Riccardo (Jack) Lucchetti
On Tue, 7 Mar 2023, Riccardo (Jack) Lucchetti wrote: One of the things that would make this easier to do in hansl would be the possibility (now absent, but discussed some time ago in a developer meeting IIRC) to have more than one "band" specification in the gnuplot/plot command

[Gretl-users] Re: Johnson-Neyman plots

2023-03-07 Thread Riccardo (Jack) Lucchetti
this easier to do in hansl would be the possibility (now absent, but discussed some time ago in a developer meeting IIRC) to have more than one "band" specification in the gnuplot/plot command. --- Riccardo (Jack) Lucchetti Dipartimento

[Gretl-users] Re: F statistic not showing with HAC errors

2023-02-17 Thread Riccardo (Jack) Lucchetti
t X = const WE WA AX list Z = const WMED WFED WA AX smpl WW > 0 --restrict tsls l_WW X ; Z --robust # 1st stage "by hand" list Excluded_Inst = Z - X ols WE Z --robust omit Excluded_Inst --quiet ------- Riccardo (Jack) Lucchetti Dip

[Gretl-users] Re: Add all scalars to a bundle

2023-02-08 Thread Riccardo (Jack) Lucchetti
, but in general you must subscribe to be able to post messages to the list. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche

[Gretl-users] Re: Grid search

2023-01-31 Thread Riccardo (Jack) Lucchetti
d matrix m = {0, 0, 1} mx = GSSmax(, f(m[1])) best = m[1] print best mx ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Anc

[Gretl-users] Re: Some suggestions on the "Number of cases ’correctly predicted'" from a logit/probit outputs

2023-01-10 Thread Riccardo (Jack) Lucchetti
cores2x2". Have you checked if your proposed statistic is in there already? ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r

[Gretl-users] Re: count panel data - poisson model with dummies?

2023-01-10 Thread Riccardo (Jack) Lucchetti
f page 808. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: count panel data - poisson model with dummies?

2022-12-05 Thread Riccardo (Jack) Lucchetti
estimates. Can anyone provide an informed opinion and/or bibliographic references? --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di

[Gretl-users] Re: Gretl wiki

2022-11-27 Thread Riccardo (Jack) Lucchetti
thing to have. (IIRC, Ekkehart had also expressed interest.) --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche

[Gretl-users] Re: Gretl analysis in outliers package

2022-11-24 Thread Riccardo (Jack) Lucchetti
list, but note that the address you originally used (gretl-users-ow...@gretlml.univpm.it) is an administrative one that we use to manage the list. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Po

[Gretl-users] Wooldridge data sets in need of some revision?

2022-11-16 Thread Riccardo (Jack) Lucchetti
Nevertheless, it would be nice if gretl shipped a version of this dataset in which this issue is fixed. Is there anyone who uses regularly the Wooldridge example files who could spend an hour compiling a list of the data files that need fixing? -----

[Gretl-users] Re: VAR modeling

2022-11-12 Thread Riccardo (Jack) Lucchetti
o prefer fancier and trendier stuff, such a LASSO VARs or similar. I have no news of anyone interested in these in the gretl community, but if anybody out there is, please speak up. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Econ

[Gretl-users] Re: How to apply the HAC option in Gretl?

2022-11-10 Thread Riccardo (Jack) Lucchetti
On Thu, 10 Nov 2022, Sven Schreiber wrote: But I haven't tried to understand what you, Jack, did - did you also try to replace the missing residuals with zeros? Yes. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e

[Gretl-users] Re: How to apply the HAC option in Gretl?

2022-11-10 Thread Riccardo (Jack) Lucchetti
el in both cases.) More likely, the two-sided bandwidth (but this is just a wild guess). --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università

[Gretl-users] Re: How to apply the HAC option in Gretl?

2022-11-10 Thread Riccardo (Jack) Lucchetti
20221109 x = uniform() < 0.9 ? normal() : NA y = uniform() < 0.9 ? normal() : NA smpl --no-missing setobs 1 1 --special-time-series ols y const x --robust would produce the same standard errors that Sven reported earlier today (and doesn't). --

[Gretl-users] Re: How to apply the HAC option in Gretl?

2022-11-09 Thread Riccardo (Jack) Lucchetti
155.7750 Schwarz criterion159.7156 Hannan-Quinn 157.2904 Sven (or any other): could you cross-check against eviews to see if results match? ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Un

[Gretl-users] Re: How to apply the HAC option in Gretl?

2022-11-07 Thread Riccardo (Jack) Lucchetti
g: you're posting from a different email address than the one you used for registering, so I had to let your message through "by hand". Not a big deal, of course, but it'd be better if you used the correct one. ----------- Riccardo (Jack)

[Gretl-users] Re: Installation failed

2022-11-05 Thread Riccardo (Jack) Lucchetti
of this mailing list is also to provide a repository of "how-do-I-do-this?" questions and answers. Thanks in advance! --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica de

[Gretl-users] Re: Installation failed

2022-11-03 Thread Riccardo (Jack) Lucchetti
? --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: gretl 2022c coming soon

2022-09-30 Thread Riccardo (Jack) Lucchetti
identical. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: cross-sectional panel data

2022-09-30 Thread Riccardo (Jack) Lucchetti
, i X1 = X1 | mshape(X0[i,], T, nvars) endloop ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it

[Gretl-users] Re: gretl 2022c coming soon

2022-09-30 Thread Riccardo (Jack) Lucchetti
uch better. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: partial in mean function

2022-09-27 Thread Riccardo (Jack) Lucchetti
(Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: Bayesian VAR

2022-08-26 Thread Riccardo (Jack) Lucchetti
. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: Time series graph option insists on decimalising the year X axis

2022-08-22 Thread Riccardo (Jack) Lucchetti
On Mon, 22 Aug 2022, Brian Revell wrote: Thanks  I just pushed a fix to git. Allin, please review. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly

[Gretl-users] Re: gretl 2022b, commute, extra addon, yahoo_get

2022-08-21 Thread Riccardo (Jack) Lucchetti
can post messages to the list, so you should consider subscribing. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucc

[Gretl-users] Re: Gretl crashing when booting

2022-08-02 Thread Riccardo (Jack) Lucchetti
stale and trigger unwanted behaviour. I'm wondering how worthwhile it'd be to add a commandline option "gretl -i" or something like that to force gretl to ignore this file. It could be handy at times. --- Riccardo (Jack)

[Gretl-users] Re: Gretl crashing when booting

2022-08-01 Thread Riccardo (Jack) Lucchetti
repost the full crash report you get with the snapshot version? Thanks. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona

[Gretl-users] Re: strptime() and Win vs Unix

2022-07-23 Thread Riccardo (Jack) Lucchetti
On Sat, 23 Jul 2022, Cottrell, Allin wrote: Good idea. That's now in git. I've also updated the new English help text for strptime() to reflect this. Italian too. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e

[Gretl-users] Re: strptime() and Win vs Unix

2022-07-23 Thread Riccardo (Jack) Lucchetti
is now in the xml helpfiles in git. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2

[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

2022-07-22 Thread Riccardo (Jack) Lucchetti
z2 /* tsls y X ; Z foreign language=stata --send-data ivreg y (x=z1 z2) end foreign */ wtsls(wt, y, X, Z) foreign language=stata --send-data ivreg y (x=z1 z2) [pweight=wt] end foreign ------- Riccardo (Jack) Lucchetti Dipart

[Gretl-users] strptime() and Win vs Unix

2022-07-22 Thread Riccardo (Jack) Lucchetti
s this inconsistency? Or this is not for us, and we should just mention this fact in the docs? What do you think? ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marc

[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

2022-07-22 Thread Riccardo (Jack) Lucchetti
On Fri, 22 Jul 2022, Sven Schreiber wrote: Am 22.07.2022 um 11:50 schrieb Riccardo (Jack) Lucchetti: On Thu, 21 Jul 2022, elf...@yahoo.gr wrote: The problem is that I won't do simple OLS estimations but 2SLS... [...] I cannot do something similar in Gretl, which has a more powerful

[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

2022-07-22 Thread Riccardo (Jack) Lucchetti
/Item_10_Jeffrey_Wooldridge.pdf This IMO explains why weighted linear models are not particularly popular in econometrics, outside certain special cases. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES

[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

2022-07-22 Thread Riccardo (Jack) Lucchetti
wstats" package for weighted equivalents of the "freq" and "xtab" commands. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly know

[Gretl-users] Re: How could ESS data be weighted in Gretl software package?

2022-07-21 Thread Riccardo (Jack) Lucchetti
in SPSS for this purpose is as follows: WEIGHT BY analysisweight . You should look at the documentation for the "wls" command. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politec

[Gretl-users] Re: GARCH News Impact Curve

2022-07-14 Thread Riccardo (Jack) Lucchetti
On Thu, 14 Jul 2022, Sven Schreiber wrote: Am 13.07.2022 um 15:06 schrieb Riccardo (Jack) Lucchetti: On Wed, 13 Jul 2022, Sven Schreiber wrote: I cannot answer the first question (anybody out there?), At the moment, the news impact curve cannot be drawn automatically. It would be nice

[Gretl-users] Re: GARCH News Impact Curve

2022-07-13 Thread Riccardo (Jack) Lucchetti
es std = mod.stduhat ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/s

[Gretl-users] Re: No date information in b-g.gdt example dataset

2022-07-13 Thread Riccardo (Jack) Lucchetti
as undated, because although we know the starting and ending dates, the individual observation dates are not given and some days are skipped owing to holidays. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Un

[Gretl-users] Re: Data with gaps

2022-07-12 Thread Riccardo (Jack) Lucchetti
reply. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/luc

[Gretl-users] Re: cubic splines, fractional polynomials, and more

2022-07-11 Thread Riccardo (Jack) Lucchetti
On Mon, 11 Jul 2022, Sven Schreiber wrote: Am 11.07.2022 um 07:50 schrieb Riccardo (Jack) Lucchetti: Hi all, I'd just like to tell people that we have a new function package (by yours truly) called "basis_functions", that can be used for easily incorporating nonlinearity in y

[Gretl-users] cubic splines, fractional polynomials, and more

2022-07-10 Thread Riccardo (Jack) Lucchetti
sual place: http://gretl.sourceforge.net/cgi-bin/gretldata.cgi?opt=SHOW_FUNCS Of course, comments are welcome. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (form

[Gretl-users] Re: foreign block: no printouts from R

2022-07-09 Thread Riccardo (Jack) Lucchetti
see what we can do. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it

[Gretl-users] Re: Can gretl replicate STATA's reghdfe output?

2022-07-06 Thread Riccardo (Jack) Lucchetti
. Any volunteers? --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it

[Gretl-users] Re: Bundl request from dbnomics errors

2022-06-25 Thread Riccardo (Jack) Lucchetti
don't have a windows machine), but if this conjecture is true, it follows that (a) cleaning these files "by hand" should be an effective remedy for the time being and (b) this bug will be easy to fix in time for the next release, which is due soon. -------

[Gretl-users] Re: Bundl request from dbnomics errors

2022-06-24 Thread Riccardo (Jack) Lucchetti
eval $dotdir" at the console prompt. ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it

[Gretl-users] Re: Bundl request from dbnomics errors

2022-06-22 Thread Riccardo (Jack) Lucchetti
On Wed, 22 Jun 2022, Cottrell, Allin wrote: Thanks for posting your test script, Klaus. I find that it runs OK using the development version of gretl. Confirmed here. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e

[Gretl-users] Re: Storing 50 random variables

2022-06-21 Thread Riccardo (Jack) Lucchetti
random.gdt --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: Applied panel data analysis books

2022-06-13 Thread Riccardo (Jack) Lucchetti
On Mon, 13 Jun 2022, 3J LEMA wrote: Appreciate it if you suggest an applied panel data analysis books that do not present matrix algebra. It's a bit like a bicycle that does not present wheels, to be honest. --- Riccardo (Jack) Lucchetti

[Gretl-users] fixed-effects logit package

2022-06-10 Thread Riccardo (Jack) Lucchetti
ck. Thanks! --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp

[Gretl-users] Re: "join"two gdt panel data files (B) save them as time series

2022-06-08 Thread Riccardo (Jack) Lucchetti
ike function scalar unstack(list X, string fname) which would save the time-series data into "fname.gdt" (I imagine it would return an error code). --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (

[Gretl-users] Re: "join"two gdt panel data files (B) save them as time series

2022-06-08 Thread Riccardo (Jack) Lucchetti
id of the panel info and then reinstate it, as in open example1.gdt setobs 1 1 store flat1.gdt open example2.gdt setobs 1 1 append flat1.gdt setobs GEO TIME --panel-vars ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e S

[Gretl-users] new function package announcement: DynMultCalc

2022-05-25 Thread Riccardo (Jack) Lucchetti
very simple to use. Documentation here: http://gretl.sourceforge.net/current_fnfiles/unzipped/DynMultCalc.pdf --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche

[Gretl-users] Re: How to plot selected time-series with dots

2022-05-16 Thread Riccardo (Jack) Lucchetti
isplay --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/luc

[Gretl-users] Re: Add a "run current line" icon ?

2022-05-11 Thread Riccardo (Jack) Lucchetti
uot;down" arrow * hit Ctrl-Enter: the mew output should appera in the output window * repeat as needed ------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly kn

[Gretl-users] Re: Error in accessing DB.NOMICS

2022-05-06 Thread Riccardo (Jack) Lucchetti
ownloading the series from my pc and it worked ok. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it h

[Gretl-users] Re: Fwd: Undeliverable: Re: Collinearity test missing

2022-03-19 Thread Riccardo (Jack) Lucchetti
. --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti

[Gretl-users] Re: finding gaps in daily data

2022-03-18 Thread Riccardo (Jack) Lucchetti
> 1 --- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucche...@univpm.it http://www2.econ.univpm.it/servizi/hpp/luc

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