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 HAL in its series Post-Print with number halshs-00175892.
Date of creation: 1999
Date of revision:
Publication status: Published, Economics Letters, 1999, 64, 257-262
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Other versions of this item:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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