Dear all:

I'm trying to replicate a table similar to that of Angrist and Pischke (2009) Mostly Harmless Econometrics chapter 8 p,306 where in a Monte Carlo experiment comparing different bootstrap standard errors (conventional versus White, ...HAC) for a regression coefficient of interest, to show that the robust errors tend to be biased if the problem that are trying to solve (heteroskedasticity or autocorrelation) is not very serious.

I have seen that Gretl GUI has a bootstrap option when estimates a model, but it is for the confidence interval and p-value. This option allows you save the values, which is very interesting to get the mean and standard deviation of the beta coefficient. I'm trying to replicate a table similar to that of Angrist and Pischke (2009) Mostly Harmless Econometrics chapter 8 p,306 where in a Monte Carlo experiment comparing different bootstrap standard errors (conventional versus White, ...HAC) for a regression coefficient of interest, to show that the robust errors tend to be biased if the problem that are trying to solve (heteroskedasticity or autocorrelation) is not very serious.

But my question is, there is no option to save the estimated standard errors directly, and via descriptive statistics to obtain the mean and standard deviation of these errors?