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 19/03/2013 6:51 PM, "Allin Cottrell" <> wrote:
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.


> Allin: how do I update the pdf file (everything is in CVS)?

The required step here is to remake and rsync it to
/home/frs/project/g/gr/gretl/addons/$VERSION/ on
<user>, , 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.

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