[Gretl-users] SVAR bootstrap output table etc.

jayeryu jayeryu at yahoo.com
Sat Jul 30 07:59:27 EDT 2016


    
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 at univpm.it> 
Date: 7/30/2016  5:17 AM  (GMT-05:00) 
To: Jay Ryu <jayeryu at yahoo.com>, Gretl list <gretl-users at 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 at univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://lists.wfu.edu/pipermail/gretl-users/attachments/20160730/d36222a8/attachment.html>


More information about the Gretl-users mailing list