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Can anybody help in understanding bootstrapping in eviews 7, I have to find the optimal debt level through bootstrapping in eviews by using panel data. What are the steps involved? Kindly help out immediatly.


regards,
Aisha Ismail

Could you provide more details as to what you're trying to do exactly?

I want to determine the impact of leverage on firm value and to find out the optimal debt ratio for non-financial sector(including 150 companies for 6 years 2007-2012). panel data has to be used in analysis. Now to find out threshold value of debt, bootstrapping is required as per base article used in my study. Threshold autoregressive model is used but i am unable to understand how it will work in e-view, from where to start and what are the steps involved in this process. For more details, i can send the article that is to be followed in my study (methodology of the article), if required.

regards

EViews does not have threshold autoregression built in.

which software i should use for this purpose?

kindly recommend software for the said model application

A Google search of "software for threshold autoregression models " yields as the first two links

http://forums.eviews.com/viewtopic.php?f=4&t=3712

and the following paper

http://ageconsearch.umn.edu/bitstream/3 ... 03za06.pdf

which has links to software.