EViews.com

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

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

Dear all,
Can anyone help?