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Re: st: bootstrap time series


From   Stas Kolenikov <[email protected]>
To   [email protected]
Subject   Re: st: bootstrap time series
Date   Thu, 7 Oct 2004 07:30:32 -0400

A short answer is no, there is no pre-canned routine. The long answer
is that of course you can program pretty much anything in Stata, just
depends on how much time and programming effort you can devote to it.

The issue arose a few days ago, so it seems becoming a FAQ...

Stas

On Thu, 07 Oct 2004 03:18:17 +0000, Lok Wong <[email protected]> wrote:
> 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.

-- 
Stas Kolenikov
http://stas.kolenikov.name
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