for the bootstrapping part, try "net search bstut" for a good tutorial.
On Mon, 8 Sep 2003, Javier Bacarreza wrote:
> Hi to all!,
>
> I have a question and i dont know if someone can help
> me. I want to apply bootstrapping to an ARIMA model
> and how can I build a GMM model and apply
> bootstrapping to this model. Unfortunately I couldnt
> do this even with STATA 8.
>
> Help!.
>
> Javier
>
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