A better way to bootstrap pairs

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

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Year of publication:	1999
Authors:	Flachaire, Emmanuel
Institutions:	HAL
Subject:	bootstrap \| heteroskedasticity

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Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00175892/en/ Published, Economics Letters, 1999, 64, 257-262
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008791699