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Re: st: bootstrap with overlapping clusters


From   Nicholas.Kraninger@bos.frb.org
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: bootstrap with overlapping clusters
Date   Thu, 24 May 2007 12:19:41 -0400

Thanks for the extensive references, everyone.  I went ahead and modified 
Stata's bootstrap ado file to implement the Kunsch (overlapping) blocking 
scheme for the time-series data.  I will work on making it cleaner and 
more user friendly and could make it available on the web if anyone is 
interested in using it.

Thanks again,
Nick
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