Hi all,

I am working on bootstrapping applications .It seems that is all ok.

Now I want to compare the actual type I errors of a traditional t-test and its bootstrapped version(Mackinnon -bootstrap inference in econometrics -Durbin/Godfrey t-test). For doing this I have to construct two nested loops.

I believe that Gretl has not the ability to do this . Is it possible to resolve this problem any idea?

Denis Lalountas

PhD candidate in Financial econometrics

University of Patras