Bootstrap Methods and Applications in Econometrics - A Brief Survey
This 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.
|Date of creation:||10 Jan 1999|
|Date of revision:|
|Contact details of provider:|| Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden|
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