Dear Gretl users,
Hi,
I need some help...
I need to do the following procedures in my data and empirical analysis:
- standardize all right-hand side variables used in regressions in order to facilitate the
comparisons between countries;
- bootstrap the raw data in blocks to use a moving block-bootstrap to account for biased
coefficient estimates and standard errors. The procedure is: first estimate a predictive
regression for several time horizons and then repeatedly bootstrap the raw data in blocks
to generate 10,000 new time series generated under the null of no predictability for all
dependent and explanatory variables. Finally, predictive regressions are then estimated on
these 10,000 artificial time series to obtain the bootstrap distribution of coefficient
estimates.
Someone could you tell me, please, if I can do these with gretl?
Thank you very much for your attention.
Best regards.
Carla Fernandes.
___________________________________________
Carla Fernandes
Equiparada a Prof. Adjunta
Universidade de Aveiro - ISCA
R. Associação Humanitária dos Bombeiros de Aveiro
Apartado 58
EC AVEIRO
3811-902 Aveiro
Portugal
Telefone: + 351 234 380 110 / Fax: + 351 234 380 111
e-mail: carla.fernandes(a)ua.pt
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