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st: bootstrap time series


From   "Lok Wong" <[email protected]>
To   [email protected]
Subject   st: bootstrap time series
Date   Thu, 07 Oct 2004 03:18:17 +0000

Hi there,

Since the data is interdependent over time, simple bootstrap would probably break this structure. I am wondering if there is any stata program capable of bootstrapping time series variable. Thanks.

Lok

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