Abstract
For models similar to those used in econometric work, undr suitable regularity conditions, the bootstrap is shown to give asymptotically valid approximations to the distribution of errors in coefficient estimates
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CITATION STYLE
APA
Freedman, D. (2007). On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models. The Annals of Statistics, 12(3). https://doi.org/10.1214/aos/1176346705
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