It is very useful to have this option available! Thanks very much!
I have seen that the version of svar is up dated on the server. What is the code to compute that kind of bootstrap?
Thank you again!
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>,gretl@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
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