Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: hansen 1999 grid-bootstrap


From   "Sebastian Heidenreich" <sebastian@heidenreich.it>
To   "statalist" <statalist@hsphsun2.harvard.edu>
Subject   st: hansen 1999 grid-bootstrap
Date   Mon, 12 Mar 2012 02:58:47 -0000

Dear Statalist users,

I am looking for a code to implement Hansen (1999) grid bootstrap into stata. Additionally, I would like to include dummies for breaks in mean, persistence and AR coefficients. Did somebody already do something similar or can provide a useful basis or hints?

Thank you very much

Sebastian Heidenreich
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index