Bootstrapping to Correct Standard Errors in Two-Stage Least Square Estimation

Thanaset

Wed, Jan 12, 2011 6:42 AM

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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