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st: bootstrap a test linear hypotheses


From   Thierry Hounsa <hounsathierry@yahoo.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: bootstrap a test linear hypotheses
Date   Wed, 5 Jun 2013 00:23:34 +0100 (BST)

Hi all.. How to bootstrap a test linear hypothese after the estimation of a Vectorial Autoregressive Model?
Indeed, I perform these commands:

*** estimate a VAR of 2 lags on the variables Y1 and Y2***
var Y1 Y2
*** Perform a test on the coefficients of Y1*** 
test ([Y1]: L.Y2 L2.Y2)
*** bootstrap the previous test***
bootstrap, reps(50) : test ([Y1]: L.Y2 L2.Y2)
But I get the following error message: "time-series operators are not allowed with bootstrap without panels, see tsset, r(198)"
What's wrong with my commands? What should I do? 
Thanks in advance

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