This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube-root convergence class. For some single-parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap. Copyright The Econometric Society 2005.
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Article provided by Econometric Society in its journal Econometrica.
Volume (Year): 73 (2005) Issue (Month): 4 (07) Pages: 1175-1204 Download reference. The following formats are available: HTML
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