Percentile and percentile-\(t\) bootstrap confidence intervals: a practical comparison

DOI10.1515/JEM-2013-0015zbMath1345.62173OpenAlexW2325524145MaRDI QIDQ312353

Christopher J. Elias

Publication date: 15 September 2016

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jem-2013-0015

zbMATH Keywords

bootstrapMonte Carloconfidence interval

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Uses Software

• bootstrap

Cites Work

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• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
• Bootstrap methods: another look at the jackknife
• Jackknife, bootstrap and other resampling methods in regression analysis
• Bootstrap and wild bootstrap for high dimensional linear models
• The bootstrap and Edgeworth expansion

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