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st: bootstrap a test linear hypotheses
From
Thierry Hounsa <[email protected]>
To
[email protected]
Subject
st: bootstrap a test linear hypotheses
Date
Wed, 5 Jun 2013 00:23:34 +0100 (BST)
Hi all.. How to bootstrap a test linear hypothese after the estimation of a Vectorial Autoregressive Model?
Indeed, I perform these commands:
*** estimate a VAR of 2 lags on the variables Y1 and Y2***
var Y1 Y2
*** Perform a test on the coefficients of Y1***
test ([Y1]: L.Y2 L2.Y2)
*** bootstrap the previous test***
bootstrap, reps(50) : test ([Y1]: L.Y2 L2.Y2)
But I get the following error message: "time-series operators are not allowed with bootstrap without panels, see tsset, r(198)"
What's wrong with my commands? What should I do?
Thanks in advance
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