[R] Bootstrapping to Correct Standard Errors in Two-Stage Least Square Estimation
Thanaset
T.Chevapatrakul at lboro.ac.uk
Wed Jan 12 15:42:10 CET 2011
Dear friends
I want to estimate an equation using two-stage least square but suspect that
the model suffers from autocorrelation. Can someone please advise how to
implement bootstrapping method in order to calculate the correct standard
errors in R? Thank you.
Kind regards
Thanaset
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