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- Thu Apr 15, 2010 1:38 am
- Forum: Programming
- Topic: Bootstrap VAR residuals
- Replies: 0
- Views: 2883
Bootstrap VAR residuals
Hi everybody. I am trying to bootsrap VAR residuals in an i.i.d. fashion. Particularly, I should use this i.i.d. bootstrap of the residuals to generate a given number (say 10.000) of data sets, each of the same lenght as the actual data (after throwing out the first 100 data points to diminish the e...