A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS
Raffaella Giacomini (r.giacomini@ucl.ac.uk),
Dimitris N. Politis and
Halbert White
Econometric Theory, 2013, vol. 29, issue 3, 567-589
Abstract:
We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.
Date: 2013
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Working Paper: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (2012)
Working Paper: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00
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