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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

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.

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!