Bootstrap Non Linear System

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cel
Posts: 35
Joined: Fri Jan 20, 2012 7:39 am

Bootstrap Non Linear System

Postby cel » Mon May 25, 2015 6:02 am

I have a system of three equations which are non linear and have cross-equation parameter constraints. Is it possible in E-Views to perform a bootsrap procedure to derive bootstrapped parameter standard errors?

thanks.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13583
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrap Non Linear System

Postby EViews Gareth » Tue May 26, 2015 8:01 am

There's nothing built in to do it, but I imagine it should not be impossible to write a program that can do it manually.
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