A better way to bootstrap pairs

Emmanuel Flachaire

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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)
Date: 1999
Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00175892
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Published in Economics Letters, 1999, 64, pp.257-262. ⟨10.1016/S0165-1765(99)00108-1⟩

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Journal Article: A better way to bootstrap pairs (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00175892

DOI: 10.1016/S0165-1765(99)00108-1

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