A better way to bootstrap pairs

Emmanuel Flachaire

No 1999024, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (1981). We propose an ameliorate version of it, with better numerical performance.

Keywords: bootstrap; heteroskedasticity (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1999-04-01
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Citations: View citations in EconPapers (31)

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Journal Article: A better way to bootstrap pairs (1999)
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