Re: [Gretl-users] Bootstrapping VAR residuals
On Tue, Jun 18, 2013 at 10:28 AM, Gabriela Nodari
<gabriela.nodari(a)gmail.com> wrote:
Dear Allin,
Thanks for your kind help. The results do not change too much.
Meanwhile, I have noticed that when estimating the var via menu, when I
specify the exogenous variables, it considers only the contemporaneous
value of the exogenous observable. And it is not possible to specify lags.
You need to look at the dialog box more carefully. Consider what the "Lags"
button does.
Allin Cottrell