Re: [Gretl-users] Bootstrap procedure for IRFs
On Wed, 20 Mar 2013, Gabriela Nodari wrote:
It is very useful to have this option available! Thanks very much!
I have seen that the version of svar is up dated on the server. What is the
code to compute that kind of bootstrap?
All you have to do is setting the bundle element "biascorr" to 1 before
invoking SVAR_boot. For example:
<hansl>
abc = SVAR_setup("plain", Y, X, 4)
SVAR_estimate(&abc)
abc["biascorr"] = 1
SVAR_boot(&abc, 1000, 0.9)
</hansl>
It's in the pdf manual.
PLEASE treat this feature as experimental. I ran a few checks, but as we
all know, users are the best debuggers ;)
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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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