File: ps_descriptions

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gretl 2022c-1
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# Gretl: various sample scripts
"arbond91","Dynamic panel model (GMM-DIF)","UK employment data"
"armaloop","ARMA using command loop","artificial data"
"bbond98","Dynamic panel model (GMM-SYS)","UK employment data"
"biprobit","Bivariate probit (William Greene)","credit rating"
"biprobit_via_ghk","Bivariate probit using simulated ML","credit rating"
"bjg","Mixed ARIMA (Box and Jenkins)","airline passengers"
"BSMestim","Basic Structural Model","electricity demand"
"camtriv","Count Data (Cameron and Trivedi)","doctor visits"
"convolve","Fast Fourier Transform","artificial data"
"credscore","Testing for heteroskedasticity","credit card spending"
"denmark","Vector Error Correction Model","Danish macro data"
"ects_nls","Nonlinear least squares (Davidson)","artificial data"
"frontier","Stochastic frontier cost function","Italian banks"
"garch","GARCH (Bollerslev and Ghysels, 1996)","exchange rate"
"gdp_midas","MIDAS examples from Ghysels","GDP and employment"
"heckit","Heckman selection bias","wages"
"hall_cbapm","Nonlinear GMM estimation","Consumption and asset returns"
"hamilton","VECM with tests on cointegrating vector","US and Italian prices"
"jgm-1996","Unit root tests (MacKinnon, 1996)","interest & inflation"
"keane","Multinomial logit","career choice data"
"klein","System estimation","US macro data"
"kleinsim","Simulation with Klein model","US macro data"
"kmenta","System estimation","US macro plus artificial data"
"leverage","Influential observations","artificial data"
"LLTestim.inp","Local Linear Trend","Australian insterest rate"
"longley","Multicollinearity","US employment"
"mle-advanced","Maximum Likelihood estimation","artificial data"
"mrw","Solow growth model (Mankiw, Romer, Weil)","cross-country"
"mrw_qr","Quantile regression","cross-country growth"
"murder_rates","Perfect prediction problem","Murder rates"
"nile","State Space Model","Local Linear Trend example on the Nile data"
"ooballot","Ordered probit","corruption and ISO voting"
"oprobit","Ordered probit and logit","happiness and age"
"penngrow","Nerlove dynamic panel model","cross-country"
"pensions","Wooldridge ordered probit","asset allocations"
"perron97","Unit-root testing with breaks","Nelson-Plosser data"
"reprobit","Random-effects panel probit","unionization of workers"
"restrict","Parameter restrictions","private school enrollment"
"sw_ch12","Augmented Dickey-Fuller test","inflation & unemployment"
"sw_ch14","Vector autoregression","inflation & unemployment"
"weibull","Weibull duration model","strikes in U.S. manufacturing"
"wg_nls","Nonlinear consumption function (Greene)","U.S. data"
"wtp","Interval regression","willingness to pay"