panel data bootstrap
Posted: Sat Jan 15, 2011 12:13 pmdear
may you give me example of bootstrap for panel data regression
thank you
may you give me example of bootstrap for panel data regression
thank you
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panel data bootstrap
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Posted: Sat Jan 15, 2011 12:13 pmRe: panel data ; bootstrap
Posted: Mon Jan 17, 2011 6:49 pmDo 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.
Re: panel data ; bootstrap
Posted: Tue Feb 22, 2011 7:38 pmTomDoan 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
Re: panel data bootstrap
Posted: Tue Nov 22, 2011 11:18 am