Re: [Gretl-users] Does anybody know a free available software to conduct bootstrap LR test?

Am 20.07.2010 14:56, schrieb Artur T.: > Hello gretl community, > > I am just working on a VECM and try to impose long-run restrictions on > beta. In order to test for the over-identifying restrictions I would > like to apply a bootstrap LR test to overcome the small sample bias issue. > I am wondered whether anybody of you knows an available free software > which can handle this issue? Unfortunately, I did not find anything. > > It could be that Anders Warne's "Structural VAR" program does that. http://www.texlips.net/svar/index.html -sven