Bootstrap inference in econometrics.

The astonishing increase in computer performance over the past two decades has made it possible for economists to base many statistical inferences on simulated, or bootstrap, distributions rather than on distributions obtained from asymptotic theory. In this paper, I review some of the basic ideas o...

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Publicado en:Canadian Journal of Economics Vol. 35; no. 4; pp. 615 - 646
Autor principal: MacKinnon, James G.
Formato: Artículo
Publicado: Wiley-Blackwell November 2002
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Acceso en línea:Ver este registro en EBSCOhost