Panel Bootstrap

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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stoddj
Posts: 35
Joined: Fri May 28, 2010 5:30 am

Panel Bootstrap

Postby stoddj » Sun Mar 10, 2013 6:15 pm

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

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12573
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel Bootstrap

Postby EViews Gareth » Sun Mar 10, 2013 8:25 pm

Nope, not built in at least.
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