Re: [Gretl-users] Bootstrap procedure for IRFs
On Tue, 19 Mar 2013, Riccardo (Jack) Lucchetti wrote:
On Tue, 19 Mar 2013, artur tarassow wrote:
>> I'll probably make the "bootstrap-after-bootstrap" method (Kilian
1998)
>> avalaible in the SVAR module soon, as an extra option.
>>
>
> This would be a nice feature. So far I am only aware of JMulti (Hall and
> Efron percentiles ) and RATS which offer different procedures. I think
> Eview has implemented only a standard MC-procedure.
I just uploaded a revised version of SVAR.gfn which contains the
bootstrap-after-bootstrap as an option.
Nice!
Allin: how do I update the pdf file (everything is in CVS)?
The required step here is to remake SVAR.zip and rsync it to
/home/frs/project/g/gr/gretl/addons/$VERSION/ on
<user>,gretl(a)frs.sourceforge.net , where $VERSION is the
minimum gretl version compatible with the package (in this
case 1.9.5). (If a new version directory should be needed it
must be created first, which can be done by sftp.)
I've now done this for current SVAR.
Allin