st: Bootstrap after xtregar

[Helene Ehrhart <Helene.Ehrhart@u-clermont1.fr>]

Statalisters,

I am estimating an equation with xtregar in order to correct for the  
autocorrelation but there is an estimated regressor in the equation so  
I need to bootstrap the standard error of the coefficient.
However, the command bootstrap "xtregar equation, re"  
_b[estimatedvar], reps(50) doesn't produce result.
It is as if this command is not suited for the xtregar estimator.
Somebody already raised this issue on the list but didn't get an  
answer so I am wondering if somebody knows how to bootstrap after  
xtregar?
If there is no command, is it possible to bootstrap programming several loops?

Thanks in advance.

Hélène Ehrhart.
Centre for Studies and Research on International Development (CERDI)
France.


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