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...
| Publicado en: | Journal of Econometrics Vol. 81; no. 2; pp. 357 - 394 |
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| Formato: | Artículo |
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Elsevier Science
December 1997
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| Acceso en línea: | Ver este registro en EBSCOhost |
| fields | @attributes: recordID: 1 pdfLink: plink: https://search.ebscohost.com/login.aspx?direct=true&db=ssf&AN=512583259&site=ehost-live header: @attributes: shortDbName: ssf uiTerm: 512583259 longDbName: Social Sciences Full Text (H.W. Wilson) uiTag: AN controlInfo: bkinfo: jinfo: jid: 03044076 ECM jtl: Journal of Econometrics issn: 03044076 maglogo: N pubinfo: dt: December 1997 vid: 81 iid: 2 pid: 1004 pub: Elsevier Science artinfo: ui: 512583259 10.1016/S0304-4076(97)86571-2 ppf: 357 ppct: 37 formats: tig: atl: Nonparametric bootstrap analysis with applications to demographic effects in demand functions. aug: au: Gozalo, Pedro L. su: Statistical bootstrapping Nonparametric statistics Engel's law Equivalence scales (Economics) sug: subj: Statistical bootstrapping Nonparametric statistics Engel's law Equivalence scales (Economics) ab: 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. The SCM bootstrap is applied to the construction of confidence intervals for nonparametric equivalence scales estimates, and of critical values for consistent nonparametric test statistics. In both cases, the bootstrap approximations to the small sample properties are usually far superior to those provided by the first-order asymptotic approximations. Reprinted by permission of the publisher. pubtype: Academic Journal doctype: Article src: R language: English refInfo: copyright: @attributes: flag: N holdings: @attributes: islocal: N |
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