Aboput the focus on the bootstrap and VECMs [Was: Re: [Gretl-users] some small bugs)]
[snip]
I agree that the session concept is not fully exploited at present,
and that is something we will come back to and re-examine. Thanks
for the suggestions. Right now we're focused on particular
econometric functionality (the bootstrap and VECMs) but the UI does
need reconsideration.
Regarding bootstrap, I would like to suggest looking in Chapter 11 of Cameron,
A. Colin & Trivedi, Pravin K. (2005), Microeconometrics: Methods and
Applications. Cambridge: Cambridge University Press. ISBN: 0-521-84805-9.
This book gives a very good and detailed description of using bootstrap in
econometrics, including cases with heteroscedastic errors, panel data, or GMM.
Best regards,
Andreas K.