The bootstrap in econometrics

Joel L. Horowitz*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

37 Scopus citations

Abstract

This paper presents examples of problems in estimation and hypothesis testing that demonstrate the use and performance of the bootstrap in econometric settings. The examples are illustrated with two empirical applications. The paper concludes with a discussion of topics on which further research is needed.

Original languageEnglish (US)
Pages (from-to)211-218
Number of pages8
JournalStatistical Science
Volume18
Issue number2
DOIs
StatePublished - 2003

Keywords

  • Asymptotic distribution
  • Asymptotic refinement
  • Hypothesis test

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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