EconPapers    
Economics at your fingertips  
 

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
References: Add references at CitEc
Citations: View citations in EconPapers (108)

Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)

Related works:
Working Paper: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (2012) Downloads
Working Paper: A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators (2012) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing (csjnls@cambridge.org).

 
Page updated 2025-01-08
Handle: RePEc:cup:etheor:v:29:y:2013:i:03:p:567-589_00