st: bootstrap time series

From	"Lok Wong" <lokwong80@hotmail.com>
To	statalist@hsphsun2.harvard.edu
Subject	st: bootstrap time series
Date	Thu, 07 Oct 2004 03:18:17 +0000

Hi there,

Since the data is interdependent over time, simple bootstrap would probably break this structure. I am wondering if there is any stata program capable of bootstrapping time series variable. Thanks.

Lok

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Follow-Ups:
- Re: st: bootstrap time series
  - From: Stas Kolenikov <skolenik@gmail.com>