Dear Statalist users,
I would like to conduct a bootstrap maximum likelihood to estimate a linear time-series regression and I kindly ask for a Stata routine in order to perform it.
I read by occasion in some papers that this type of estimator can handle non-stationary data.
Thanks a lot for your reply.
Best,
Emna
Related Posts with Bootstrap Maximum Likelihood Estimation_ time-series
egen for numeric variablesHi, I'm trying to concat two numeric variables whit the egen command, I know when it is used a strin…
DiDDear All, I have ran into several general issues whilst starting to work with DiD. The data that I …
How to calculate days and hours between two datesHi, I am calculating days and hours between two dates (admission date/time and discharge date/time)…
Problem of missing observations in CAPM estimationI have following variables from raw data and I want to estimate the return of Stock PG using CAPM mo…
Variable not recognized after modificationHi everyone, For company data analysis for my thesis, I wanted to create industry dummy variables b…
Subscribe to:
Post Comments (Atom)
0 Response to Bootstrap Maximum Likelihood Estimation_ time-series
Post a Comment