Re: [Gretl-users] Bootstrap procedure for IRFs

On Tue, 19 Mar 2013, Riccardo (Jack) Lucchetti wrote: > On Tue, 19 Mar 2013, artur tarassow wrote: > >>> I'll probably make the "bootstrap-after-bootstrap" method (Kilian 1998) >>> avalaible in the SVAR module soon, as an extra option. >>> >> >> This would be a nice feature. So far I am only aware of JMulti (Hall and >> Efron percentiles ) and RATS which offer different procedures. I think >> Eview has implemented only a standard MC-procedure. > > I just uploaded a revised version of SVAR.gfn which contains the > bootstrap-after-bootstrap as an option. Nice! > Allin: how do I update the pdf file (everything is in CVS)? The required step here is to remake SVAR.zip and rsync it to /home/frs/project/g/gr/gretl/addons/$VERSION/ on <user&gt;,gretl(a)frs.sourceforge.net , where $VERSION is the minimum gretl version compatible with the package (in this case 1.9.5). (If a new version directory should be needed it must be created first, which can be done by sftp.) I've now done this for current SVAR. Allin _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users