[Gretl-users] irf() bootstrap method
Hello,
One more question about irf(). Is there anything special about the bootstrapping method
it uses? I have tried to replicate it with a combination of varsimul() resample() and
irf() without the optional alpha, and the confidence bands I get are narrower than that
irf() with the alpha argument supplied.
Thanks,
Logan
Attachments:
- attachment.html (text/html — 606 bytes)