I'm looking to do OLS regression for time series data but there is potentially serially correlated errors, So, in term to deal with possible serial correlation errors I should use block bootstrap methods. But really I didn't find any codes for doing block bootstrapping in SATA, and how I can determine the optimal length of the block ?
Related Posts with Block bootstrap codes for time series data
Latent transition analysis in StataHello scholars, I have seen that the question "Can Stata do latent transition analysis?" was asked …
elasticity- price, income etc. do i use a log-log model or employ mfx-eyex?Hi, I am very new to Stata so I apologise for the amateur-ness of my question. How do I calculate pr…
cumulative sum that restarts at 0, if observe "0" in the original column.Hi, I have a simple question. I would like to have a cumulate sum that restarts if observing 0 in th…
Cross-classified growth modelI have data of about 2000 children, with measures taken across 4 timepoints over the span of two yea…
GEE and Fixed Effects TobitHello everyone, I have been doing extensive reading for some time to decide upon some appropriate …
Subscribe to:
Post Comments (Atom)
0 Response to Block bootstrap codes for time series data
Post a Comment