OLS Regression & Wild Bootstrapping

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leclipse
Posts: 1
Joined: Mon May 23, 2016 1:00 pm

OLS Regression & Wild Bootstrapping

Postby leclipse » Mon May 23, 2016 1:15 pm

Hi @ll,

For a time series predictive regression of several excess returns, I'm looking for a way to get heteroscedasticity-consistent standard error estimates using the Wild Bootstrapping :!: procedure.
Has this already been implemented in EViews 9 or are there any Add-Ins available?

Kind regards,
leclipse
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Amber
Posts: 31
Joined: Wed Aug 03, 2011 4:35 am

Re: OLS Regression & Wild Bootstrapping

Postby Amber » Mon Jun 06, 2016 7:58 am

Dear Eviews expert,

I have same query here, how to implement wild bootstrap? I know basic programming in Eviews, will you please advise?

Thanks in advance!

Amber
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Amber
Posts: 31
Joined: Wed Aug 03, 2011 4:35 am

Re: OLS Regression & Wild Bootstrapping

Postby Amber » Fri Jun 10, 2016 3:19 am

Dear all,
Can anyone help?
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