Dear Gretl's Users,
I have to compute the confidence intervals of cumulative fiscal multipliers for horizon=4,
8, 12, given as the ratio between GDP coefficients over Tax coefficients. I'm
estimating an SVAR. The bootdata, in the model bundle, is a matrix with the bootstrap
coefficient estimates (mean and median). However, to construct the confidence intervals
(percentiles) I need the entire distribution of the n bootstrapped coefficients for each
horizon h=1,..20
Any suggestions?
Thanks
Valentina