Simulation and Bootstrapping

[Aktar]

Hello,
I need to generate the bootstrap errors by sampling with replacement of the standardized residuals from a standard model (with AR terms and three exogenous variables but estimated with MLE).

Is there a procedure for this?

The idea behind this is to compute the bootstrap distribution of the LR test statistic under the null of linearity (the model under H1 is a markov-switching model)

Thank you very much in advance

[EViews Gareth]

There isn't a procedure per se, but you can open up the residuals and click on Proc->Resample to resample them. If you write a program that does the resample many times, you can bootstrap.

[VIKASDIXIT]

Hello! Is there any update on enhanced capability of EViews for bootstrap using resampling feature? Alternatively, please inform if there is any written programme/add-in for running bootstrap on a series of observations!