Bootstrap from VAR residulas
Posted: 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
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