A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.
Year of publication: |
2013
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Authors: | Giacomini, Raffaella ; Politis, Dimitris N. ; White, Halbert |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 29.2013, 03, p. 567-589
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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