Thank you very much!
1. Adding 0 worked. I got the bootstrap output.
2. There is a red flag for the short and long run restrictions, though. I put the two restrictions simultaneously but the results are widely different from what my coauthor obtained from RATS and GAUSS.
The result from gretl shows a C matrix that looks like one that just superimposed short and long run matrices in a way that any 0 values in either of the two matrices replaced the relevant element of the C.
In addition, the bootstrap did not run adequately.
Any advice would be greatly appreciated!
Jay
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-------- Original message --------
From: "Riccardo (Jack) Lucchetti" <r.lucchetti@univpm.it>
Date: 7/30/2016 5:17 AM (GMT-05:00)
To: Jay Ryu <jayeryu@yahoo.com>, Gretl list <gretl-users@lists.wfu.edu>
Subject: Re: [Gretl-users] SVAR bootstrap output table etc.
On Fri, 29 Jul 2016, Jay Ryu wrote:
> Dear gretl friends:
> I have been running some SVAR models based on:
> Jack Lucchetti's "svar_gretl.pdf" as of February 2015
> I ran the following bootstrap from the manual below:
[...]
> I found the IRF outputs but could not get the output table (like page 10 in Lucchetti).
> Question 1: How can I get the bootstrap output table in page 10?
Uh, you're right. There's an undocumented fourth parameter to SVAR_boot:
it's an optional boolean "quiet" flag, which defaults to 1.
Supplying a 0 as fourth parameter to SVAR_boot, as in
<hansl>
SVAR_boot(&Model, 1000, 0.95, 0)
</hansl>
should do the trick.
I'll update the documentation asap.
> Question 2: Lucchetti's manual shows how to impose "both" short- and
> long-run restrictions simultaneously. Does this simultaneous restriction
> function work?
AFAIK, it should. Does the example script "BlQuah_w_sr.inp" (available in
the "Resources" directory) work for you?
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti@univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------