Aboput the focus on the bootstrap and VECMs [Was: Re: [Gretl-users] some small bugs)]

[Andreas Karlsson]

[snip]

> I agree that the session concept is not fully exploited at present, 
> and that is something we will come back to and re-examine.  Thanks 
> for the suggestions.  Right now we're focused on particular 
> econometric functionality (the bootstrap and VECMs) but the UI does 
> need reconsideration.

Regarding bootstrap, I would like to suggest looking in Chapter 11 of Cameron,
A. Colin & Trivedi, Pravin K. (2005), Microeconometrics: Methods and
Applications. Cambridge: Cambridge University Press. ISBN: 0-521-84805-9.

This book gives a very good and detailed description of using bootstrap in
econometrics, including cases with heteroscedastic errors, panel data, or GMM.

Best regards,
Andreas K.