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Member "gretl/scripts/misc/mrw.inp" (2 Oct 2015, 1082 Bytes) of package /windows/misc/gretl-2020e-win32.zip:


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    1 # Replicate Table 1, "Estimation of the Textbook
    2 # Solow model," in Mankiw, Romer and Weil, QJE 1992
    3 open mrw.gdt
    4 series lny = log(gdp85)
    5 series ngd = 0.05 + (popgrow/100.0)
    6 series lngd = log(ngd)
    7 series linv = log(inv/100.0)
    8 # generate variable for testing Solow restriction
    9 series x3 = linv - lngd
   10 # set sample to non-oil producing countries
   11 smpl nonoil --dummy
   12 model1 <- ols lny const linv lngd
   13 scalar essu = $ess
   14 scalar dfu1 = $df
   15 # restricted regression
   16 ols lny const x3
   17 scalar F1 = ($ess - essu)/(essu/dfu1)
   18 # set sample to the "better data" countries
   19 smpl intermed --dummy --replace
   20 model2 <- ols lny const linv lngd
   21 scalar essu = $ess
   22 scalar dfu2 = $df
   23 # restricted regression
   24 ols lny const x3
   25 scalar F2 = ($ess - essu)/(essu/dfu2)
   26 # set sample to the OECD countries
   27 smpl OECD --dummy --replace
   28 model3 <- ols lny const linv lngd
   29 scalar essu = $ess
   30 scalar dfu3 = $df
   31 # restricted regression
   32 ols lny const x3
   33 scalar F3 = ($ess - essu)/(essu/dfu3)
   34 print F1 F2 F3
   35 # pvalues for test of Solow restriction in each sample
   36 pvalue F 1 dfu1 F1
   37 pvalue F 1 dfu2 F2
   38 pvalue F 1 dfu3 F3
   39 
   40