Bootstrap Methods in Econometrics
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- JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
References listed on IDEAS
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Working Papers
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More about this item
Keywords
bootstrap; Monte Carlo test; wild bootstrap; sieve bootstrap; moving block bootstrap;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2006-02-26 (All new papers)
- NEP-ECM-2006-02-26 (Econometrics)
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