Consistency of the OLS Bootstrap for Independently but Not-Identically Distributed Data: A Permutation Perspective

Alwyn Young ()
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Alwyn Young: Department of Economics, London School of Economics, Houghton St., London WC2A 2AE, UK

Econometrics, 2025, vol. 13, issue 4, 1-27

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: B23 C C00 C01 C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 2025
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