Abstract
For models similar to those used in econometric work, under suitable regularity conditions, the bootstrap is shown to give asymptotically valid approximations to the distribution of errors in coefficient estimates.
Citation
D. Freedman. "On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models." Ann. Statist. 12 (3) 827 - 842, September, 1984. https://doi.org/10.1214/aos/1176346705
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