On the Bootstrap of the Maximum Score Estimator

Jason Abrevaya and Jian Huang

Econometrica, 2005, vol. 73, issue 4, 1175-1204

Abstract: This paper shows that the bootstrap does not consistently estimate the asymptotic distribution of the maximum score estimator. The theory developed also applies to other estimators within a cube-root convergence class. For some single-parameter estimators in this class, the results suggest a simple method for inference based upon the bootstrap. Copyright The Econometric Society 2005.

Date: 2005
References: Add references at CitEc
Citations: View citations in EconPapers (65)

Downloads: (external link)
http://hdl.handle.net/10.1111/j.1468-0262.2005.00613.x link to full text (text/html)
Access to full text is restricted to subscribers.

Related works:
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:ecm:emetrp:v:73:y:2005:i:4:p:1175-1204

Ordering information: This journal article can be ordered from
https://www.economet ... ordering-back-issues

Access Statistics for this article

Econometrica is currently edited by Guido Imbens

More articles in Econometrica from Econometric Society Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().