Bootstrap from VAR residulas

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lpando08
Posts: 29
Joined: Tue Apr 03, 2018 1:13 pm

Bootstrap from VAR residulas

Postby lpando08 » Fri Jul 13, 2018 10:29 pm

Hello,

I have run a VAR and I then I generated the residuals. How I can run a Bootstrap from this residuals to make 300 runs?

Thanks,

Luciana

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