Dear gretl friends:
I have been running some SVAR models based on:
Jack Lucchetti's "svar_gretl.pdf" as of February 2015
I ran the following bootstrap from the manual below:
bfail = SVAR_boot(&Mod, 1024, 0.90) loop for i=1..2 -q loop for j=1..2 -q
sprintf fnam "simpleC_%d%d.pdf", i, j IRFsave(fnam, &Mod, i, j)
endloopendloop
I found the IRF outputs but could not get the output table (like page 10 in Lucchetti).
Question 1: How can I get the bootstrap output table in page 10?Question 2:
Lucchetti's manual shows how to impose "both" short- and long-run
restrictions simultaneously. Does this simultaneous restriction function work?
Any advice would be greatly appreciated!Jay