Nonparametric bootstrap analysis with applications to demographic effects in demand functions.

A new bootstrap proposal, labeled smooth conditional moment (SCM) bootstrap, is introduced for independent but not necessarily identically distributed data, where the classical bootstrap procedure fails. The procedure is shown to encompass the iid and wild bootstrap procedures as special cases. Th...

Descripción completa

Detalles Bibliográficos
Publicado en:Journal of Econometrics Vol. 81; no. 2; pp. 357 - 394
Autor principal: Gozalo, Pedro L.
Formato: Artículo
Publicado: Elsevier Science December 1997
Materias:
Acceso en línea:Ver este registro en EBSCOhost