A better way to bootstrap pairs

被引：30

作者：

Flachaire, E

机构：

[1] Univ Aix Marseille 2, GREQAM, F-13002 Marseille, France

[2] Catholic Univ Louvain, CORE, B-1348 Louvain, Belgium

来源：

ECONOMICS LETTERS | 1999年 / 64卷 / 03期

关键词：

bootstrap; heteroskedasticity;

D O I：

10.1016/S0165-1765(99)00108-1

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (Annals of Statistics, 9 (1981) 1218-1228). We propose an ameliorate version of it, with better numerical performance. (C) 1999 Published by Elsevier Science S.A. All rights reserved.

引用

页码：257 / 262

页数：6

共 15 条

[1] IMPLICIT ALTERNATIVES AND THE LOCAL-POWER OF TEST STATISTICS [J].