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st: xtreg and vce(bootstrap)


From   "Alix-Garcia, Jennifer" <[email protected]>
To   <[email protected]>
Subject   st: xtreg and vce(bootstrap)
Date   Mon, 30 Oct 2006 20:55:49 -0700

Hello,
 
It isn't clear to me what kind of sampling method the vce(bootstrap) command uses when you specify it as an option for xtreg with fixed effects with a panel.  Does it use a "block bootstrap" method, i.e., drawing strings of time series from within the i() variable?  If so, how long of a block does it draw? If not, how is it dealing with serial correlation?  Thanks in advance for your insights.  Best, Jennifer
 
Jennifer Alix-Garcia
Assistant Professor
Department of Economics
University of Montana
406-243-5612
 

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