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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Date of creation: 1999
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Publication status: Published, Economics Letters, 1999, 64, 257-262
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- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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