Some asymptotic theory for the bootstrap in econometric models

DOI10.1016/0165-1765(88)90049-3zbMath1328.62635OpenAlexW2008745672WikidataQ126644309 ScholiaQ126644309MaRDI QIDQ900060

Robert K. Rayner

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90049-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Unnamed Item
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• On resampling techniques for regression models
• On the bootstrap and confidence intervals
• Some asymptotic theory for the bootstrap
• Bootstrapping regression models
• Bootstrap methods: another look at the jackknife

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