panel data bootstrap

[iloverats]

dear
may you give me example of bootstrap for panel data regression
thank you

[TomDoan]

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]

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

[TomDoan]

See http://www.estima.com/forum/viewtopic.php?f=8&t=1195