Davidson, Russell - In: Quantile (2007) 3, pp. 13-36
The bootstrap is a statistical technique used more and more widely in econometrics. While it is capable of yielding …, if observed, help to obtain the best the bootstrap can offer. Bootstrapping always involves setting up a bootstrap data …-generating process (DGP). The main types of bootstrap DGP in current use are discussed, with examples of their use in econometrics. The …