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st: hansen 1999 grid-bootstrap
From
"Sebastian Heidenreich" <[email protected]>
To
"statalist" <[email protected]>
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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