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Panel Bootstrap

Posted: Sun Mar 10, 2013 6:15 pm
by stoddj
I am wondering if EViews 8 can perform bootstrapping with panel data. I don't yet have version 8, but don't see any such capacity in the online materials. I realize that these methods are still fairly new. The following seems like a good reference:

Di Lorio, Francesca and Fachin, Stefano, A Panel Cointegration Study of the Long-Run Relationship between Savings and Investments in the OECD Economies, 1970-2007 (February 1, 2011). Italy, Ministry of Economy and Finance, Treasury Working Paper No. 3. See SSRN: http://ssrn.com/abstract=1769554

Re: Panel Bootstrap

Posted: Sun Mar 10, 2013 8:25 pm
by EViews Gareth
Nope, not built in at least.