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Science Forum Index » Statistics - Math Forum » Bootstrapping in Eviews
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 Posted: Mon Jan 01, 2007 9:42 pm |
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I have some problems with the bootstrapping procedure in Eviews.
Hopefully, somebody can help me with this:
I have an equation from which I would like to resample the residuals
10,000 times, and then refit the equation with the resampled residuals.
At the end I hope to compare the initial coefficient of the equation
with the coefficients obtained with the bootstrapped residuals.
As far as I have understood the procedure should be programmed with a
loop. However I am unsure about all the commands, and whether I need to
make matrices etc.
Thanks in advance.
Kristin |
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