Structural Parameters

 

The structural parameters bootstrapping dialog is similar to the Beta bootstrap dialog. The 3D densities plotting has been dropped for the structural parameters Graphics frame since it will produce a lot of density (or cumulative distribution) plots anyway and more is likely unwelcome. Instead, the bootstrapping of structural parameters includes bootstrapping of impulse responses, through either the Graphics menu or the toolbar. Bootstrapped confidence bands at the selected level are displayed in figures, like in the case of impulse responses based on asymptotics. The empirical distribution for the impulse responses (as well as for the A and B parameters) is either based on the bootstrap estimates of the impulse response or on the t-values for the parameters (relative to the true values represented by the original estimates).