Hi Riccardo,
Thank you so much for your response and the excellent document and gretl programming.
I will try the revised bootstrap syntax.
Re the simultaneous restrictions, I could not open the BQ data - probably I did not
adequately download the data. Anyway, I will also use my data and compare my current
results from RATS with what I can obtain from your syntax. Your syntax would save
tremendous time if it works.Thank you again,Jay
Sent via the Samsung GALAXY S® 5, an AT&T 4G LTE smartphone
-------- Original message --------
From: "Riccardo (Jack) Lucchetti" <r.lucchetti(a)univpm.it>
Date: 7/30/2016 5:17 AM (GMT-05:00)
To: Jay Ryu <jayeryu(a)yahoo.com>, Gretl list <gretl-users(a)lists.wfu.edu>
Subject: Re: [Gretl-users] SVAR bootstrap output table etc.
On Fri, 29 Jul 2016, Jay Ryu wrote:
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:
[...]
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?
Uh, you're right. There's an undocumented fourth parameter to SVAR_boot:
it's an optional boolean "quiet" flag, which defaults to 1.
Supplying a 0 as fourth parameter to SVAR_boot, as in
<hansl>
SVAR_boot(&Model, 1000, 0.95, 0)
</hansl>
should do the trick.
I'll update the documentation asap.
Question 2: Lucchetti's manual shows how to impose
"both" short- and
long-run restrictions simultaneously. Does this simultaneous restriction
function work?
AFAIK, it should. Does the example script "BlQuah_w_sr.inp" (available in
the "Resources" directory) work for you?
-------------------------------------------------------
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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