A Better Way to Bootstrap Pairs.

In this paper we are interested in heteroskedastic regression model s, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (1981). We propose an ameliorate version of it, with better numerical performance.

MoreLess

Year of publication:	1999
Authors:	Flachaire, E.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	HETEROSKEDASTICITY \| ECONOMETRICS \| REGRESSION ANALYSIS

More details

Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	7 pages
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634231