Dear Gretl users,

Hi,

I need some help...

 

I need to do the following procedures in my data and empirical analysis:

- standardize all right-hand side variables used in regressions in order to facilitate the comparisons between countries;

 

- bootstrap the raw data in blocks to use a moving block-bootstrap to account for biased coefficient estimates and standard errors. The procedure is: first estimate a predictive regression for several time horizons and then repeatedly bootstrap the raw data in blocks to generate 10,000 new time series generated under the null of no predictability for all dependent and explanatory variables. Finally, predictive regressions are then estimated on these 10,000 artificial time series to obtain the bootstrap distribution of coefficient estimates.

 

Someone could you tell me, please, if I can do these with gretl?

 

Thank you very much for your attention.
Best regards.
Carla Fernandes.