Bootstrap Methods in Econometrics

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics...

Full description

Saved in:
Bibliographic Details
Published in:Annual review of economics 2019-01, Vol.11 (1), p.193-224
Main Author: Horowitz, Joel L.
Format: Article
Language:English
Subjects:
Approximation
Bootstrap method
Data
Econometrics
Economic models
Inference
Probability
Statistics
Usefulness
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!