EqBootstrap (bootstrap standard errors)
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EqBootstrap (bootstrap standard errors)
This thread is about the EqBootstrap Addin that bootstraps a linear least squares equation, allowing you to bootstrap either the standard errors or the point estimates. Note this addin should not be used on weighted least squares or equations with ARMA terms.
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 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
Re: EqBootstrap (bootstrap standard errors)
Note for equations with autoseries (i.e. expressions such as log(x) or x^2) as variables, the bootstrap variables type of bootstrap will only work if your version of EViews 7.1 is dated at 2010/05/11 or later. If it isn't (and you can check by clicking on Help>About EViews), you should download the latest patch.
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Re: EqBootstrap (bootstrap standard errors)
Good Morning,
I tried to install the addin (I am using Eviews 7 and it was the first addin I tried to install). After opening the file in Eviews a window opens (Binary Read  Step 1 of 3). It is not clear to me how I should proceed from there (or whether I should get to this window at all). I tried another addin, with the same result. Can someone help?
Many thanks in advance,
Erik
I tried to install the addin (I am using Eviews 7 and it was the first addin I tried to install). After opening the file in Eviews a window opens (Binary Read  Step 1 of 3). It is not clear to me how I should proceed from there (or whether I should get to this window at all). I tried another addin, with the same result. Can someone help?
Many thanks in advance,
Erik

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
Re: EqBootstrap (bootstrap standard errors)
Small typo in "repititions"?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
Re: EqBootstrap (bootstrap standard errors)
Indeed. Just fixed it and uploaded a new one.
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Re: EqBootstrap (bootstrap standard errors)
Dear Gareth,
I have to estimate a nonlinear LS with explicited coefficients:
d(dlp2) = c(1) + c(2)*(dlp2(1) (c(3)*lulc(1)+ c(4)*mel(1))) + c(5)*d(dlp2(1)) + c(6)*d(lulc(1)) + c(7)*d(mel(1))
I have seen that bootstrao Addin does not work. Is there a solution to run the bootstrap procedure? Thank you.
I have to estimate a nonlinear LS with explicited coefficients:
d(dlp2) = c(1) + c(2)*(dlp2(1) (c(3)*lulc(1)+ c(4)*mel(1))) + c(5)*d(dlp2(1)) + c(6)*d(lulc(1)) + c(7)*d(mel(1))
I have seen that bootstrao Addin does not work. Is there a solution to run the bootstrap procedure? Thank you.

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
EqBootstrap (bootstrap standard errors)
The addin currently only supports linear equations.
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Re: EqBootstrap (bootstrap standard errors)
Can anybody help me with one equation? It is pretty simple and I try to do boostraping for coefficients, yet I get a strange message: matrix or vector given nonpositive dimension.
I have done the following:
set per 1999:1 2010:3
equation eqgexpo_ita.ls gexpo_ita grevo_ita
eqgexpo_ita.eqbootstrap(10000,SE,G,RES) gexp_ita grevo_ita
What I am doing wrong? How can I use this procedure properly?
I have done the following:
set per 1999:1 2010:3
equation eqgexpo_ita.ls gexpo_ita grevo_ita
eqgexpo_ita.eqbootstrap(10000,SE,G,RES) gexp_ita grevo_ita
What I am doing wrong? How can I use this procedure properly?

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
Re: EqBootstrap (bootstrap standard errors)
You're not setting the number of bootstraps. You need to use the bs= option.
Edit: although that will fix your problem, it seems there is another issue in cases where you only have 1 regressor (such as your case). Although the bootstraps are still performed, the graph output will fail. We'll get that fixed at some point.
Edit: although that will fix your problem, it seems there is another issue in cases where you only have 1 regressor (such as your case). Although the bootstraps are still performed, the graph output will fail. We'll get that fixed at some point.
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 Fe ddaethom, fe welon, fe amcangyfrifon
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Re: EqBootstrap (bootstrap standard errors)
Just uploaded a new version that fixes the single regressor issue.
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Re: EqBootstrap (bootstrap standard errors)
Hi, there
I just want to ask how to carry out bootstrap simulation on GARCH model. since changing "LS" to "ARCH" in this programming does not work.
Thanks in advance
I just want to ask how to carry out bootstrap simulation on GARCH model. since changing "LS" to "ARCH" in this programming does not work.
Thanks in advance

 Fe ddaethom, fe welon, fe amcangyfrifon
 Posts: 12316
 Joined: Tue Sep 16, 2008 5:38 pm
Re: EqBootstrap (bootstrap standard errors)
As you noted, the Addin doesn't support GARCH, so you'll have to program one yourself.
If all you want to do is bootstrap the exogenous variables in the GARCH estimation, it should be relatively straight forward. Anything more complicated will be, well, more complicated
If all you want to do is bootstrap the exogenous variables in the GARCH estimation, it should be relatively straight forward. Anything more complicated will be, well, more complicated
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Re: EqBootstrap (bootstrap standard errors)
All right.
Thanks
Thanks
Re: EqBootstrap (bootstrap standard errors)
I would like to ask that if I install this addin, can I produce the error bands with bootstrapping method in the impulse response function?
Also does this addin works with Eviews student version?
Thank you!
Also does this addin works with Eviews student version?
Thank you!
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