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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
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!
econometrics.bib was replaced with a symlink at 5591335 that points to the following file:
/home/michael/Dropbox/econometrics.bib
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.
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.
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
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