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

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

Thanaset
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