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Bootstrap methods and applications in econometrics : a brief survey
Uppsala University, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Faculty of Social Sciences, Department of Economics.
1999 (English)Report (Other scientific)
Abstract [en]

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discu

Place, publisher, year, edition, pages
Uppsala: Department of Economics, Uppsala University , 1999.
Series
Working paper / Department of Economics, Uppsala University, 1999:2
Keyword [en]
Matematisk Statistik; Ekonometri, Bootstrap; Sample reuse models; Simulation methods
Identifiers
URN: urn:nbn:se:uu:diva-44348OAI: oai:DiVA.org:uu-44348DiVA: diva2:72253
Available from: 2008-10-17 Created: 2008-10-17

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