Bootstrap estimate of standard error

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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joseph
Posts: 7
Joined: Wed Apr 28, 2010 9:05 pm

Bootstrap estimate of standard error

Postby joseph » Wed May 05, 2010 7:58 pm

How to use bootstrap estimate of standard error in Eviews?

EViews Gareth
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Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Bootstrap estimate of standard error

Postby EViews Gareth » Wed May 05, 2010 8:26 pm

EViews doesn't offer bootstrap standard errors.

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrap estimate of standard error

Postby EViews Gareth » Tue May 11, 2010 4:34 pm

You could download the EqBootStrap Add-in if you have EViews 7.1, though.


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