In Gretl it’s extremely simple to do this kind of bootstrapping. Run the regression and you get an output-window with the regression results. Click on Analysis at the top of the window and then on Bootstrap and select the options Confidence interval and Resample residuals. After having selected the coefficient for which you want to you get bootstrapped estimates, you just clickOK and a window will appear showing the 95% confidence interval for the coefficient. It’s as simple as that!
