[Gretl-users] bootstrap coefficient estimates

[valentina colombo]

Dear Gretl's Users,
I have to compute the confidence intervals of cumulative fiscal multipliers for 
horizon=4, 8, 12, given as the ratio between GDP coefficients over Tax 
coefficients. I'm estimating an SVAR. The bootdata, in the model bundle, is a 
matrix with the bootstrap coefficient estimates (mean and median). However, to 
construct the confidence intervals (percentiles) I need the entire distribution 
of the n bootstrapped coefficients for each horizon h=1,..20

Any suggestions? 

Thanks
Valentina
                                          

Dear Gretl's Users, I have to compute the confidence intervals of cumulative fiscal multipliers for horizon=4, 8, 12, given as the ratio between GDP coefficients over Tax coefficients. I'm estimating an SVAR. The bootdata, in the model bundle, is a matrix with the bootstrap coefficient estimates (mean and median). However, to construct the confidence intervals (percentiles) I need the entire distribution of the n bootstrapped coefficients for each horizon h=1,..20 Any suggestions? Thanks Valentina