A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Raffaella Giacomini, Dimitris N. Politis and Halbert White

No 11/12, CeMMAP working papers from Institute for Fiscal Studies

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: 2012-05-31
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https://www.cemmap.ac.uk/wp-content/uploads/2020/08/CWP1112.pdf (application/pdf)

Related works:
Journal Article: A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS (2013)
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:azt:cemmap:11/12

DOI: 10.1920/wp.cem.2012.1112

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