A better way to bootstrap pairs
In 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.
|Date of creation:||1999|
|Date of revision:|
|Publication status:||Published, Economics Letters, 1999, 64, 257-262|
|Note:||View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00175892/en/|
|Contact details of provider:|| Web page: http://hal.archives-ouvertes.fr/ |
References listed on IDEAS
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- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Papers 537, Queen's University, Department of Economics.
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