Bootstrap Methods and Applications in Econometrics - A Brief Survey

Arbeitspapier

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.

Angaben zum Objekt

• Sprache: Englisch

Verweise und Beziehungen

• Erschienen in: Series: Working Paper ; No. 1999:2

Klassifikation und Themen

• Klassifikation: Wirtschaft ; Econometric and Statistical Methods: Special Topics: General
• Thema: Bootstrap ; Sample Reuse Methods ; Simulation Methods ; Theorie ; Bootstrap-Verfahren

Beteiligte, Orts- und Zeitangaben

• Ereignis: Geistige Schöpfung
• (wer): Bergström, Pål
• Ereignis: Veröffentlichung
• (wer): Uppsala University, Department of Economics
• (wo): Uppsala
• (wann): 1999

Weitere Informationen

• Handle: http://hdl.handle.net/10419/82899
• URN: urn:nbn:se:uu:diva-2440
• Letzte Aktualisierung: 10.03.2025, 11:44 MEZ