Re: [Gretl-users] Bootstrap coefficient - SUR
Am 30.05.2014 16:08, schrieb Carla Fernandes:
Hello,
Someone could tell me is it is possible to bootstrap the coefficient "b"
of a system equations SUR?
Thank you very much.
I don't think there exists a built-in feature to do that. Of course it's
possible to script it with the hansl language, and the 'varsimul()'
function would probably be used in such a script, possibly along with
'resample()' (for a non-parametric bootstrap).
cheers,
sven