We propose a bootstrap algorithm for autoregressions based on the approximation of the data generating process by a finite state discrete Markov chain. We discover a close connection of the proposed algorithm with existing bootstrap resampling schemes, run a small Monte-Carlo experiment, and...

This note proposes an econometric framework for studying electoral returns using aggregate voting and socioeconomic panel data. Along with usual covariates, the model includes electoral unit effects, electoral subunit effects and time effects, and features nested groupings and...

We propose a bootstrap algorithm for autoregressions based on the approximation of the data generating process by a finite state discrete Markov chain. We discover a close connection of the proposed algorithm with existing bootstrap resampling schemes, run a small Monte-Carlo experiment, and...

This note proposes an econometric framework for studying electoral returns using aggregate voting and socioeconomic panel data. Along with usual covariates, the model includes electoral unit effects, electoral subunit effects and time effects, and features nested groupings and...