Bootstrap Methods in Econometrics
The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one's data or a model estimated from the data. Under conditions that hold in a wide variety of econometric applications, the bootstrap provides approximations to distributions of statistics...
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| Format: | Article |
| Language: | English |
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Annual Reviews Inc.
2019
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| Online Access: | View Fulltext in Publisher |