dear
may you give me example of bootstrap for panel data regression
thank you
panel data bootstrap
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panel data bootstrap
by iloverats » Sat Jan 15, 2011 12:13 pm
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Re: panel data ; bootstrap
by TomDoan » Mon Jan 17, 2011 6:49 pm
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.
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Re: panel data ; bootstrap
by iloverats » Tue Feb 22, 2011 7:38 pm
TomDoan 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.
in the paper
"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
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Re: panel data bootstrap
by TomDoan » Tue Nov 22, 2011 11:18 am
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