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 language | English (US) |
|---|---|
| Pages (from-to) | 211-218 |
| Number of pages | 8 |
| Journal | Statistical Science |
| Volume | 18 |
| Issue number | 2 |
| DOIs | |
| State | Published - 2003 |
Keywords
- Asymptotic distribution
- Asymptotic refinement
- Hypothesis test
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty