Easy bootstrap-like estimation of asymptotic variances

DOI10.1016/J.ECONLET.2018.07.002zbMath1402.62337OpenAlexW2817203476WikidataQ129540866 ScholiaQ129540866MaRDI QIDQ1787986

Bo E. Honoré, Luojia Hu

Publication date: 8 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.07.002

zbMATH Keywords

bootstrapcensored regressioninferencetwo-step estimationstandard error

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Censored data models (62N01) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Unnamed Item
• A method of moments interpretation of sequential estimators
• Least absolute deviations estimation for the censored regression model
• Poor (Wo)man's Bootstrap

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