I want to run a VAR(1) with both OLS standard errors and bootstrap standard errors which are computed from 2500 simulated realizations if that applicable
I used that: it did not work
**Code**
capture program myboot2
program define myboot2, rclass
preserve
bsample
var R_Me TY PE VS, lags(1)
estat vif
return scalar vif_3 = r(vif_3)
return scalar vif_2 = r(vif_2)
return scalar vif_1 = r(vif_1)
restore
end
simulate vif_3=r(vif_3) vif_2=r(vif_2) vif_1=r(vif_1),reps(2500) seed(12345): myboot2
bstat, stat(vif) n(876)
estat bootstrap, all
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