On the Bootstrap of the Maximum Score Estimator

This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube-root convergence class. For some single-parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap. Copyright The Econometric Society 2005.

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Year of publication:	2005
Authors:	Abrevaya, Jason ; Huang, Jian
Published in:	Econometrica. - Econometric Society. - Vol. 73.2005, 4, p. 1175-1204
Publisher:	Econometric Society

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005333056