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st: bootstrap a var model and perform a wald test


From   Thierry Hounsa <[email protected]>
To   [email protected]
Subject   st: bootstrap a var model and perform a wald test
Date   Thu, 30 May 2013 22:50:26 +0100 (BST)

Hi all.. How can I bootstrap the coefficients of a Vectorial Autoregressive model and then perform a wald test on these bootstraped coefficients?

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