On Mon, 18 Mar 2013, Gabriela Nodari wrote: > Thank you for the answer. I gave a look to the code but I fear I need some > time to understand it completely. > > As for the Svar I know that the user can choose the number of replications. > Instead, I would like to know what does gretl do when I ask to calculate > and plot Irfs from the model window without using the Svar pack! > > Thank you!
Both the SVAR module and the C version use the simple bootstrap for computing the confidence intervals for IRFs, as per Runkle (1987) "Vector Autoregression and Reality", JBES. I'll probably make the "bootstrap-after-bootstrap" method (Kilian 1998) avalaible in the SVAR module soon, as an extra option. ------------------------------------------------------- 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 -------------------------------------------------------
