On the Bootstrap of the Maximum Score Estimator
This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube-root convergence class. For some single-parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap. Copyright The Econometric Society 2005.
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Volume (Year): 73 (2005)
Issue (Month): 4 (07)
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