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    Bootstrapping wald test scores following SUR with panel data

    Hey everyone. Can anyone help me implement these steps into R code? Using this system: [url=] I found this piece of R code which might be helpful: # Sample Size N <- 2^12; # Linear Model to Boostrap Model2Boot <- lm( mpg ~ wt...
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    Bootstrapping test statistics with panel data and SUR

    As a newbie to bootstrapping, I'm having some trouble with developing with critical wald test scores for every observation in my panel dataset. I'm using a Seemingly Unrelated Regression to predict residuals, but then I'm unsure how to resample these and develop these critical wald test values...