A better way to bootstrap pairs
Flachaire, Emmanuel
HAL, halshs-00175892 / Harvested from HAL
In this paper we are interested in heteroskedastic regression models, for
which an appropriate bootstrap method is bootstrapping pairs, proposed by
Freedman (1981). We propose an ameliorate version of it, with better
numerical performance.
Publié le : 1999-07-05
Classification:  bootstrap,  heteroskedasticity,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST]
@article{halshs-00175892,
     author = {Flachaire, Emmanuel},
     title = {A better way to bootstrap pairs},
     journal = {HAL},
     volume = {1999},
     number = {0},
     year = {1999},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00175892}
}
Flachaire, Emmanuel. A better way to bootstrap pairs. HAL, Tome 1999 (1999) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00175892/