The Bootstrap in Econometrics
Joel L. Horowitz
Source: Statist. Sci. Volume 18, Issue 2
(2003), 211-218.
Abstract
This paper presents examples of problems in estimation and hypothesis testing that demonstrate the use and performance of the bootstrap in econometric settings. The examples are illustrated with two empirical applications. The paper concludes wiht a discussion of topics on which further research is needed.
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Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ss/1063994976
Digital Object Identifier: doi:10.1214/ss/1063994976
Mathematical Reviews number (MathSciNet): MR2026080
Zentralblatt MATH identifier: 1099.91532
