Bootstrap Methods and Applications in Econometrics - A Brief Survey

Pål Bergström ()

No 1999:2, Working Paper Series from Uppsala University, Department of Economics

Abstract: This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.

Keywords: Bootstrap; Sample Reuse Methods; Simulation Methods (search for similar items in EconPapers)
JEL-codes: C40 (search for similar items in EconPapers)
Date: 1999-01-10
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