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  • Selecting random values using bootstrapping

    Hello. I have a dataset which contains historical data from a stock exchange. It is sorted by months. Within each month there is a varying number of stocks listed. I wish to do a bootstrapping where I select ONE random stock for every month. I want the monthly return to be stored such that it's multiplied with the previous months return (1+n1)*(1+n2)... Is this something I could get help with?
    Last edited by Ole Groendahl; 25 Mar 2024, 09:20.

  • #2
    Ole:
    welcome to this forum.
    See -bsample-.
    Kind regards,
    Carlo
    (StataNow 18.5)

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