Open Access
May 2003 The Bootstrap in Econometrics
Joel L. Horowitz
Statist. Sci. 18(2): 211-218 (May 2003). DOI: 10.1214/ss/1063994976

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.

Citation

Download Citation

Joel L. Horowitz. "The Bootstrap in Econometrics." Statist. Sci. 18 (2) 211 - 218, May 2003. https://doi.org/10.1214/ss/1063994976

Information

Published: May 2003
First available in Project Euclid: 19 September 2003

zbMATH: 1099.91532
MathSciNet: MR2026080
Digital Object Identifier: 10.1214/ss/1063994976

Keywords: asymptotic distribution , asymptotic refinement , hypothesis test

Rights: Copyright © 2003 Institute of Mathematical Statistics

Vol.18 • No. 2 • May 2003
Back to Top