Bootstrapping Error Component Models

Michael K. Andersson () and Sune Karlsson ()
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Michael K. Andersson: National Institute of Economic Research

Computational Statistics, 2001, vol. 16, issue 2, No 1, 231 pages

Abstract: Summary This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.

Keywords: Panel data; Bootstrap; Bootstrap test; Resampling (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s001800100061

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