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by Nej.leco
Wed Apr 17, 2013 3:40 am
Forum: Estimation
Topic: bootstraping time series???
Replies: 3
Views: 2397

Re: bootstraping time series???

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.
by Nej.leco
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

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