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methods (i.e., the asymptotic distribution versus the bootstrap) have been proposed. In this paper, we compare these methods …
Persistent link: https://www.econbiz.de/10009209702
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133053
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133161
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
This paper considers the problem of choosing the number of bootstrap repetitions B for bootstrap standard errors … desired level of accuracy. Accuracy is measured by the percentage deviation of the bootstrap standard error estimate …, confidence interval endpoint(s), test's critical value, or test's p-value based on B bootstrap simulations from the corresponding …
Persistent link: https://www.econbiz.de/10004990816
, but it can often be estimated very accurately by using the bootstrap. The latter does not depend on unknown population …
Persistent link: https://www.econbiz.de/10005560335
normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …
Persistent link: https://www.econbiz.de/10011995215
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …
Persistent link: https://www.econbiz.de/10011445744
In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the … possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the … sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence …
Persistent link: https://www.econbiz.de/10011295590
normality. Bootstrap inference can be expected to be more reliable, and appropriate bootstrap procedures are proposed. As an … enough for asymptotic and bootstrap inference to be almost identical, but that, in the twenty-first century, the bootstrap …
Persistent link: https://www.econbiz.de/10011823284