[Gretl-devel] I'm back!

[Allin Cottrell]

Nice work on the Verbeek data files!  They looks very good.  I'm 
attaching a little "descriptions" file to accompany them, and I 
can easily bundle them in a Windows installer if we have 
permission to distribute them.

As for GMM, I've done a little preparatory spadework, getting 
the matrix functionality in better order.  You can now (CVS)
add or subtract matrices and scalars as per ox (i.e. scalars are 
auomatically "promoted" so you don't get a non-conformability 
error).  You can also grab the whole dataset (minus the 
constant) into a matrix with

matrix X = dataset

With these mods, it's easy enough to replicate your "OC" ox 
function, but I haven't tried to go beyond that yet.

Allin.
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# Verbeek
"airq","air quality across SMSAs"
"assets2","returns on various assets, monthly"
"benefits","individual unemployment benefits"
"bwages","wages, experience and education"
"capm2","excess returns by industry, monthly"
"clothing","sales of men's fashion stores, Holland"
"forward2","forward exchange rates, monthly"
"garch","daily exchange rate data"
"housing","house prices and characteristics"
"icecream","ice cream consumption (Hildreth and Lu)"
"income","UK aggregate income and consumption"
"irates","interest rates at various maturities"
"labour2","employment by Belgian firms"
"males","labor-market panel, 1980-1987"
"money","US monetary data, quarterly"
"patents","patents, international manufacturing firms"
"pe","price and esrnings, S&P 500"
"ppp","prices and exchange rates, France and Italy"
"pricing","returns on stock portfolios"
"schooling","education levels, US males"
"sp500","daily returns, S&P 500"
"spurious","independent random walks"
"tobacco","tobacco consumption, Belgian households"
"wages1","US labor market, 1987"
"wtp","willingness to pay, Portugal"