Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective

Alwyn Young

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: This paper introduces a new approach to proving bootstrap consistency based upon the distribution of permutation statistics, using it to derive results covering fundamentally not-identically distributed groups of data, in which average moments do not converge to anything, with moment conditions that are less demanding than earlier results for either identically distributed or not-identically distributed data.

Keywords: bootstrap consistency; permutation distribution (search for similar items in EconPapers)
JEL-codes: J1 (search for similar items in EconPapers)
Pages: 27 pages
Date: 2025-12-31
New Economics Papers: this item is included in nep-ecm
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Published in Econometrics, 31, December, 2025, 13(4). ISSN: 2225-1146

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