kindly help me in estimating bootstrap Granger causality.There are three basic question
1) how to resample residuals obtained from a panel data and randomly select a full column by N cross T matrix
2)how to bootstrap wald test to large repicants say 10000 times
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- Mon Nov 18, 2013 12:34 am
- Forum: Econometric Discussions
- Topic: bootstrap granger causality
- Replies: 0
- Views: 2193