The Bootstrap in Econometrics
Horowitz, Joel L.
Statist. Sci., Tome 18 (2003) no. 1, p. 211-218 / Harvested from Project Euclid
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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 wiht a discussion of topics on which further research is needed.
Publié le : 2003-05-14
Classification:  Hypothesis test,  asymptotic distribution,  asymptotic refinement 
@article{1063994976,
     author = {Horowitz, Joel L.},
     title = {The Bootstrap in Econometrics},
     journal = {Statist. Sci.},
     volume = {18},
     number = {1},
     year = {2003},
     pages = { 211-218},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1063994976}
}

Horowitz, Joel L. The Bootstrap in Econometrics. Statist. Sci., Tome 18 (2003) no. 1, pp.  211-218. http://gdmltest.u-ga.fr/item/1063994976/