Re: [Gretl-users] SVAR bootstrap output table etc.

Thank you for your expert advice!It worked but there is still one question... The results differ from what my coauthor obtained from RATS/GAUSS. What we did was solving non-linear equations rendered by imposing short and long-run restrictions simultaneously. We computed the reduced form VAR and its covariance matrix. Then, we computed and combined the short-run restriction (contemporaneous) matrix and long-run restriction matrices in the Structural Moving Average presentation. Then, the two combined matrices were compared with the covariance matrix to estimate needed coefficients. This part of solving multiple non-linear equations was done by GAUSS. gretl solutions look great but the C matrix results imply as if short-run restrictions are just superimposed onto the long-run restrictions, leaving the C matrix in your syntax. I was wondering if the gretl syntax does the above process of solving non-linear equations.Thank you again,Jay On Wednesday, August 3, 2016 3:58 AM, Riccardo (Jack) Lucchetti <r.lucchetti(a)univpm.it&gt; wrote: On Wed, 3 Aug 2016, Jay Ryu wrote: very different from the other four. This could provoke, in principle, ugly numerical problems. Could you try what happens if you multiply variables 1, 2, 3 and 5 by 100? -------------------------------------------------------   Riccardo (Jack) Lucchetti   Dipartimento di Scienze Economiche e Sociali (DiSES)   Università Politecnica delle Marche   (formerly known as Università di Ancona)   r.lucchetti(a)univpm.it   http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------