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View Code? Open in Web Editor NEWEconometrics lecture notes with examples using the Julia language
License: MIT License
Econometrics lecture notes with examples using the Julia language
License: MIT License
Without going to MATLAB, the various estimation methods can be investigated directly with the current version of DSGE in Julia: https://github.com/FRBNY-DSGE/DSGE.jl .
The latest master does not test cleanly yet with Julia 1.+ but they say in the README that this is imminent!
Benchmarking between MATLAB and Julia can take place for some estimation methods.
econometrics.bib was replaced with a symlink at 5591335 that points to the following file:
/home/michael/Dropbox/econometrics.bib
I followed the installation instructions but then when I ran using Econometrics
, it said it was precompiling the package and then it did not finish doing so for 5 minutes at which point I assumed it was not working.
Here is a screenshot that shows the output from the last step of the installation:
And here is a screenshot that shows the result of running the test you provide:
Any suggestions? Thanks!
An important step forward with Julia in global optimisation is to consider BlackBoxOptim (https://github.com/robertfeldt/BlackBoxOptim.jl). It is very good at sorting out global versus local minima particularly when you have no idea what the starting values should be. See also https://docs.juliadiffeq.org/latest/analysis/parameter_estimation.html
Trying to test this interesting new package.
using Econometrics
Info: Precompiling Econometrics [4d6a76a9-bfbc-5492-8924-cf6ed7875f06]
└ @ Base loading.jl:1242
┌ Warning: Package StatsModels does not have Compat in its dependencies:
│ - If you have StatsModels checked out for development and have
│ added Compat as a dependency but haven't updated your primary
│ environment's manifest file, try Pkg.resolve()
.
│ - Otherwise you may need to report an issue with StatsModels
└ Loading Compat into StatsModels from project dependency, future warnings for StatsModels are suppressed.
ERROR: LoadError: LoadError: UndefVarError: FormulaTerm not defined
Stacktrace:
[1] top-level scope at C:\Users\Denis\Documents\Finmod\econometrics-master\src\LinearRegression\ols.jl:34
[2] include at .\boot.jl:328 [inlined]
[3] include_relative(::Module, ::String) at .\loading.jl:1094
[4] include at .\Base.jl:31 [inlined]
[5] include(::String) at C:\Users\Denis\Documents\Finmod\econometrics-master\src\Econometrics.jl:1
[6] top-level scope at C:\Users\Denis\Documents\Finmod\econometrics-master\src\Econometrics.jl:25
[7] include at .\boot.jl:328 [inlined]
[8] include_relative(::Module, ::String) at .\loading.jl:1094
[9] include(::Module, ::String) at .\Base.jl:31
[10] top-level scope at none:2
[11] eval at .\boot.jl:330 [inlined]
[12] eval(::Expr) at .\client.jl:432
[13] top-level scope at .\none:3
in expression starting at C:\Users\Denis\Documents\Finmod\econometrics-master\src\LinearRegression\ols.jl:34
in expression starting at C:\Users\Denis\Documents\Finmod\econometrics-master\src\Econometrics.jl:25
Failed to precompile Econometrics [4d6a76a9-bfbc-5492-8924-cf6ed7875f06] to C:\Users\Denis.julia\compiled\v1.2\Econometrics\XQPLt.ji.
Stacktrace:
[1] error(::String) at .\error.jl:33
[2] compilecache(::Base.PkgId, ::String) at .\loading.jl:1253
[3] _require(::Base.PkgId) at .\loading.jl:1013
[4] require(::Base.PkgId) at .\loading.jl:911
[5] require(::Module, ::Symbol) at .\loading.jl:906
[6] top-level scope at In[2]:1
Also it should also be possible to check if Econometrics.jl is correctly installed by doing pkg> test Econometrics but this is also not possible.
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