bootstrap granger causality
Posted: 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
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