Vidya Mahambare <[email protected]> asks about using -bootstrap- with
-tsset- data:
> Many thanks for your suggestions. I have now tried tsset-ing the sample just
> before starting boostrapping. But it still gives the same message.
>
> Is there anyone else who has faced a similar problem with ivreg2?
The nonparametric bootstrap is not really appropriate with time-series
analysis. The sampling method used by the nonparametric bootstrap is not
compatible with autocorrelated data.
--Jeff
[email protected]
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