[Gretl-users] Re: bootstrap IRFs

On Fri, 22 Nov 2019, Stefano wrote: > although Jack is indeed always right and the SVAR package is obviously a more > natural place to do IRFs, my question was prompted by the need to demonstrate > the basics of VAR estimation in class - for this purpose the GUI command and > associated outoput menus "Tests", "Analysis" etc is perfectly fit, except > that I feel uncomortable to show confidence intervals with unclear > characteristics :-) Hi Stefano, I'm now working on this -- in the first instance, allowing the user to specify a number of bootstrap iterations (plus increasing the default, as Sven has suggested). It's many years since this particular chunk of the gretl C code was written. Meanwhile personal computer speeds and memory have of course increased dramatically, so it's indeed time for an update. Allin _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/