Dear Gretl's Users,
I need your
help! I have to compute the confidence intervals of cumulative fiscal
multipliers for horizon h=4, 8, 12, given as the ratio between GDP coefficients
over Tax coefficients. I'm estimating a SVAR. The bootdata, in the model
bundle, is a matrix with the bootstrap coefficient estimates (mean and median).
However, to construct the confidence intervals (percentiles) of the cumulative fiscal
multipliers for each h I
need the entire distribution of the n bootstrapped coefficients for each
horizon h=1,..20.
How I can
save the matrix of the n bootstrapped coefficients?
Any suggestions?
Thanks
Valentina