Re: [Gretl-users] Bootstrap procedure for IRFs
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.
Allin: how do I update the pdf file (everything is in CVS)?
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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
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