[Gretl-users] subsampling and shrinking sample WITH DATA!

Arnaud Bervas abervas at hotmail.com
Wed Aug 23 03:28:43 EDT 2006


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genr rdtgbpchf=ln(gbpchf/gbpchf(-27))
genr rdtgbpjpy=ln(gbpjpy/gbpjpy(-27))
genr rdtgbpeur=ln(gbpeur/gbpeur(-27))
genr rdtgbpsek=ln(gbpsek/gbpsek(-27))
genr difgbpchf=igbp(-27)-ichf(-27)
genr difgbpjpy = igbp(-27)-ijpy(-27)
genr difgbpeur=igbp(-27)-ieur(-27)
genr difgbpsek= igbp(-27)-isek(-27)
smpl difgbpchf>0--restrict
smpl difgbpjpy>0--restrict
smpl difgbpeur>0--restrict
smpl difgbpsek>0--restrict
ols rdtgbpchf const difgbpchf--robust
genr A11 = $coeff (difgbpchf)
ols rdtgbpjpy const difgbpjpy--robust
genr A12 = $coeff (difgbpjpy)
ols rdtgbpeur const difgbpeur--robust
genr A13 = $coeff (difgbpeur)
ols rdtgbpsek const difgbpsek--robust
genr A14 = $coeff (difgbpsek)
print A11 A12 13 A14



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