dear
may you give me example of bootstrap for panel data regression
thank you
panel data bootstrap
-
TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm
Re: panel data ; bootstrap
Do you have a specific reference on what you are trying to do? Bootstrapping panel data is rather tricky because of the odd correlation structure among observations.
-
iloverats
- Posts: 39
- Joined: Thu Dec 02, 2010 10:32 am
Re: panel data ; bootstrap
in the paperTomDoan wrote:Do you have a specific reference on what you are trying to do? Bootstrapping panel data is rather tricky because of the odd correlation structure among observations.
"Threshold effects in non dynamic panels: estimation, testing and inference" by Bruce Hansen, Journal of Econometrics, 93 (1999) p. 345-368.
how can i do the bootstrap test the threshold effect
-
TomDoan
- Posts: 7826
- Joined: Wed Nov 01, 2006 4:36 pm