A better way to bootstrap pairs
AbstractIn 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.
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Bibliographic InfoPaper provided by Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) in its series CORE Discussion Papers with number 1999024.
Date of creation: 01 Apr 1999
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- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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