hello,
I mean moving block bootstrap introduced by Künsch (1986).
This bootstrap works with dependent data, however, the bootstrapped observations will not be stationary anymore by construction. But, it was shown that varying randomly the block length can avoid this problem.
Thanks for your help.
Search found 2 matches
- Wed Apr 17, 2013 3:40 am
- Forum: Estimation
- Topic: bootstraping time series???
- Replies: 3
- Views: 2397
- Mon Apr 15, 2013 1:58 am
- Forum: Estimation
- Topic: bootstraping time series???
- Replies: 3
- Views: 2397
bootstraping time series???
hi,
Is there a command for bootstrapping time series on eviews 7.2 ??
Thanks for your help :)
Nej
Is there a command for bootstrapping time series on eviews 7.2 ??
Thanks for your help :)
Nej
