This paper presents examples of problems in estimation and hypothesis testing that demonstrate the use and performance of the bootstrap in econometric settings. The examples are illustrated with two empirical applications. The paper concludes with a discussion of topics on which further research is needed. © 2003 Institute of Mathematical Statistics.
CITATION STYLE
Horowitz, J. L. (2003). The bootstrap in econometrics. Statistical Science, 18(2), 211–218. https://doi.org/10.1214/ss/1063994976
Mendeley helps you to discover research relevant for your work.