Hi @ll,
For a time series predictive regression of several excess returns, I'm looking for a way to get heteroscedasticity-consistent standard error estimates using the Wild Bootstrapping procedure.
Has this already been implemented in EViews 9 or are there any Add-Ins available?
Kind regards,
leclipse
OLS Regression & Wild Bootstrapping
Moderators: EViews Gareth, EViews Moderator
Re: OLS Regression & Wild Bootstrapping
Dear Eviews expert,
I have same query here, how to implement wild bootstrap? I know basic programming in Eviews, will you please advise?
Thanks in advance!
Amber
I have same query here, how to implement wild bootstrap? I know basic programming in Eviews, will you please advise?
Thanks in advance!
Amber
Re: OLS Regression & Wild Bootstrapping
Dear all,
Can anyone help?
Can anyone help?
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