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- Mon May 23, 2016 1:15 pm
- Forum: Estimation
- Topic: OLS Regression & Wild Bootstrapping
- Replies: 2
- Views: 4698
OLS Regression & Wild Bootstrapping
Hi @ll, For a time series predictive regression of several excess returns, I'm looking for a way to get heteroscedasticity-consistent standard error estimates using the Wild Bootstrapping :!: procedure. Has this already been implemented in EViews 9 or are there any Add-Ins available? Kind regards, l...