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st: hansen 1999 grid-bootstrap

From   "Sebastian Heidenreich" <>
To   "statalist" <>
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
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