Bootstrap Methods and Applications in Econometrics -a Brief Survey
AbstractThis 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 discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.
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Bibliographic InfoPaper provided by Uppsala - Working Paper Series in its series Papers with number 1999:2.
Length: 27 pages
Date of creation: 1999
Date of revision:
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STATISTICAL ANALYSIS ; ECONOMETRICS ; SIMULATION;
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- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
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- Stan Hurn & Ralf Becker, 2009.
"Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity,"
Economic Analysis and Policy (EAP),
Queensland University of Technology (QUT), School of Economics and Finance, vol. 39(2), pages 311-326, September.
- Stan Hurn & Ralf Becker, 2006. "Testing for nonlinearity in mean in the presence of heteroskedasticity," Stan Hurn Discussion Papers 2006-02, School of Economics and Finance, Queensland University of Technology.
- Stan Hurn, 2004. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Econometric Society 2004 Australasian Meetings 348, Econometric Society.
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