Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: bootstrap a test linear hypotheses

From   Thierry Hounsa <>
Subject   st: bootstrap a test linear hypotheses
Date   Wed, 5 Jun 2013 00:23:34 +0100 (BST)

Hi all.. How to bootstrap a test linear hypothese after the estimation of a Vectorial Autoregressive Model?
Indeed, I perform these commands:

*** estimate a VAR of 2 lags on the variables Y1 and Y2***
var Y1 Y2
*** Perform a test on the coefficients of Y1*** 
test ([Y1]: L.Y2 L2.Y2)
*** bootstrap the previous test***
bootstrap, reps(50) : test ([Y1]: L.Y2 L2.Y2)
But I get the following error message: "time-series operators are not allowed with bootstrap without panels, see tsset, r(198)"
What's wrong with my commands? What should I do? 
Thanks in advance

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index