Bootstrap Methods and Applications in Econometrics -a Brief Survey

P. Bergstrom

Working Papers from Uppsala - Working Paper Series

Abstract: This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.

Keywords: STATISTICAL ANALYSIS; ECONOMETRICS; SIMULATION (search for similar items in EconPapers)
JEL-codes: C40 (search for similar items in EconPapers)
Pages: 27 pages
Date: 1999
References: Add references at CitEc
Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:uppaal:1999:2

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