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Dear all,
I'm dealing with a VAR model in gretl. Since I need to describe details
about the model estimation, could someone tell me what is the default
procedure of gretl for estimating confidence intervals for impulse response
functions? I didn't find it in the manual.
Thank you in advance.
Gabriela
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On Mon, 18 Mar 2013, Gabriela Nodari wrote:
Dear all,
I'm dealing with a VAR model in gretl. Since I need to describe details
about the model estimation, could someone tell me what is the default
procedure of gretl for estimating confidence intervals for impulse response
functions? I didn't find it in the manual.
Thank you in advance.
If you're using the SVAR package, the bootstrap procedure is contained in
the file SVAR_boot.inp, that you can read at the following URL:
http://gretl.cvs.sourceforge.net/viewvc/gretl/gretl-addons/SVAR/SVAR_boot...
If I have time later today, I'll put some comments in to facilitate
interpretation.
-------------------------------------------------------
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
-------------------------------------------------------
Dear Gretl users,
The deadline for submitting papers for the conference has been extended
until April 5.
--
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ignacio.diaz-emparanza(a)ehu.es <mailto:ignacio.diaz.emparanza@ehu.es>
94 6013732
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UPV/EHU*
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*www.ea3.ehu.es* <http://www.ea3.ehu.es>
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Gabriela Nodari -
Ignacio Diaz-Emparanza -
Riccardo (Jack) Lucchetti