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...

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Bibliographic Details
Published in:Journal of Econometrics Vol. 81; no. 2; pp. 357 - 394
Main Author: Gozalo, Pedro L.
Format: Article
Published: Elsevier Science December 1997
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Online Access:View this record in EBSCOhost