Slightly OT: How many replications does gretl use for this bootstrap?
Shouldn't it be configurable by the user?
thanks,
sven
Artur T. schrieb:
Hello,
I just estimated a large VECM model. Gretl crashes when I run impulse
response functions with bootstrapped confidence intervals. Computing
impulse response functions without these works fine. I attached the
gretl session file where you can find model number 1 saved.
Hopefully, the issue can be solved.
Thanks your effort.
Best,
Artur
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