Re: [Gretl-users] bootstrap with gretl
On Wed, 8 Sep 2004, denis lalountas wrote:
I am working on bootstrapping applications .It seems that is all ok.
Now I want to compare the actual type I errors of a traditional
t-test and its bootstrapped version(Mackinnon -bootstrap inference
in econometrics -Durbin/Godfrey t-test). For doing this I have to
construct two nested loops. I believe that Gretl has not the ability
to do this . Is it possible to resolve this problem any idea?
It seems that it would be useful to have nested loops in gretl, and
I'll think about adding that facility.
In the meantime I'll think about other ways of doing the comparison
you describe, and report back before too long. Anyone else have
ideas?
Allin Cottrell