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Unformatted text preview: Using gretl for Principles of Econometrics, 3rd Edition Version 1.313 1 Lee C. Adkins Professor of Economics Oklahoma State University May 8, 2010 1 Visit http://www.LearnEconometrics.com/gretl.html for the latest version of this book. Also, check the errata (page 286) for changes since the last update. License Using gretl for Principles of Econometrics, 3rd edition. Copyright c 2007 Lee C. Adkins. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.1 or any later version published by the Free Software Foundation (see Appendix F for details). i Preface This manual is about using the software package called gretl to do various econometric tasks required in a typical two course undergraduate or masters level econometrics sequence. It is written specically to be used with Principles of Econometrics, 3rd edition by Hill, Griths, and Lim, although it could be used with many other introductory texts. The data for all of the examples used herein are available as a package from my website at http://www.learneconometrics.com/ gretl.html . If you are unfamiliar with gretl and are interested in using it in class, Mixon Jr. and Smith (2006) have written a brief review of gretl and how it can be used in an undergraduate course that you may persuade you to give it a try. The chapters are arranged in the order that they appear in Principles of Econometrics . Each chapter contains a brief description of the basic models to be estimated and then gives you the specic instructions or gretl code to reproduce all of the examples in the book. Where appropriate, Ive added a bit of pedagogical material that complements what youll nd in the text. Ive tried to keep this to a minimum since this is not supposed to serve as a substitute for your text book. The best part about this manual is that it, like gretl , is free. It is being distributed in Adobes pdf format and I will make corrections to the text as I nd errors. To estimate a few of the models in POE Ive had to resort to another free software called R . As gretl develops I suspect that this small reliance on R will diminish. In any event, gretl contains a utility that makes using R quite easy. Youll nd an appendix in this book that will get you started. Gretl also gives users an ability to write his or her own functions, which greatly expands the usefulness of the application. In Chapters 14 and 16 functions are used to estimate a few of the models contained in POE . Whats more, functions can be shared and imported easily through gretl , especially if you are connected to the internet. If gretl doesnt do what you want it to now, stay tuned. It soon may. If recent activity is any indication, I am condent that the the gretl team will continue to improve this already very useful application. I hope that this manual is similarly useful to those using Principles of Econometrics ....
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ebook - Using gretl for Principles of Econometrics, 3rd...

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