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st: bootstrap a var model and perform a wald test
From
Thierry Hounsa <[email protected]>
To
[email protected]
Subject
st: bootstrap a var model and perform a wald test
Date
Thu, 30 May 2013 22:50:26 +0100 (BST)
Hi all.. How can I bootstrap the coefficients of a Vectorial Autoregressive model and then perform a wald test on these bootstraped coefficients?
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