stationary bootstrap

Econometrics questions and discussions
Post Reply
iloverats
Posts: 39
Joined: Thu Dec 02, 2010 10:32 am

stationary bootstrap

Unread post by iloverats »

DearTom
May you provide the code for stationary bootstrap(Politis, Dimitris, and Joseph Romano, 1994)

thank you :!:
Top
TomDoan
Posts: 7814
Joined: Wed Nov 01, 2006 4:36 pm

Re: stationary bootstrap

Unread post by TomDoan »

Use BOOT with the option METHOD=STATIONARY.
Top
Post Reply

Return to “General Econometrics”