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st: Bootstrapping and ARIMA

From   Javier Bacarreza <>
Subject   st: Bootstrapping and ARIMA
Date   Mon, 8 Sep 2003 06:52:32 -0700 (PDT)

Hi to all!,

I have a question and i dont know if someone can help
me. I want to apply bootstrapping to an ARIMA model
and how can I build a GMM model and apply
bootstrapping to this model. Unfortunately I couldnt
do this even with STATA 8.



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