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Bootstrap Variance Estimation Of Nonlinear Functions Of Parameters: An Application To Long-Run Elasticities Of Energy Demand

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  • Hongyi Li
  • G. S. Maddala

Abstract

In many practical applications, one is interested in obtaining confidence intervals for nonlinear functions of the parameters. This paper considers the following different methods: Fieller's method, Taylor's series expansion, and bootstrap methods. Compared to some of the earlier results in the empirical studies that are against the application of bootstrap, our results suggest a different conclusion in favor of the bootstrap methods. © 2000 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

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Bibliographic Info

Article provided by MIT Press in its journal The Review of Economics and Statistics.

Volume (Year): 81 (1999)
Issue (Month): 4 (November)
Pages: 728-733

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Handle: RePEc:tpr:restat:v:81:y:1999:i:4:p:728-733

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Cited by:
  1. Ziesemer ,Thomas, 1995. "Reconciling environmental policy with employment, international competitiveness and participation requirements," Research Memorandum 016, Maastricht University, Maastricht Economic Research Institute on Innovation and Technology (MERIT).
  2. Poe, Gregory L. & Giraud, Kelly L. & Loomis, John B., 2002. "Simple Computational Methods for Measuring the Difference of Empirical Distributions: Application to Internal and External Scope Tests in Contingent Valuation," 2002 Annual meeting, July 28-31, Long Beach, CA 19664, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  3. Hirschberg, J.G. & Lye, J.N. & Slottje, D.J., 2008. "Inferential methods for elasticity estimates," Journal of Econometrics, Elsevier, vol. 147(2), pages 299-315, December.
  4. Apouey, B.; & Picone, G.;, 2014. "Social Interactions and Malaria Preventive Behaviors in Sub-Saharan Africa," Health, Econometrics and Data Group (HEDG) Working Papers 14/06, HEDG, c/o Department of Economics, University of York.
  5. Canning, David & Günther, Isabel & Linnemayr, Sebastian & Bloom, David, 2013. "Fertility choice, mortality expectations, and interdependent preferences—An empirical analysis," European Economic Review, Elsevier, vol. 63(C), pages 273-289.
  6. repec:hal:wpaper:halshs-00940084 is not listed on IDEAS

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