Bootstrapping from VAR

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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lpando08
Posts: 27
Joined: Tue Apr 03, 2018 1:13 pm

Bootstrapping from VAR

Postby lpando08 » Mon Jul 16, 2018 7:47 am

Hello, how I can conduct a boostrapping from a VAR? i think there is a command, I guess Eqbootstrap, how I can use it?

EViews Gareth
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Re: Bootstrapping from VAR

Postby EViews Gareth » Mon Jul 16, 2018 2:30 pm

EViews does not have bootstrapping built in. You might be able to use the resample command to do what you want.
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lpando08
Posts: 27
Joined: Tue Apr 03, 2018 1:13 pm

Re: Bootstrapping from VAR

Postby lpando08 » Mon Jul 16, 2018 2:43 pm

Hello! I have downloaded an add-in call Bootstrap, that add-in is useful for what? What about it?

EViews Gareth
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Posts: 11811
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrapping from VAR

Postby EViews Gareth » Mon Jul 16, 2018 3:03 pm

You're probably best off reading the documentation that comes with the add-in.
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