bootstrap granger causality

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muneeb
Posts: 1
Joined: Tue Sep 24, 2013 11:22 pm

bootstrap granger causality

Postby muneeb » Mon Nov 18, 2013 12:34 am

kindly help me in estimating bootstrap Granger causality.There are three basic question
1) how to resample residuals obtained from a panel data and randomly select a full column by N cross T matrix
2)how to bootstrap wald test to large repicants say 10000 times

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