Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189312 
Year of Publication: 
2006
Series/Report no.: 
Queen's Economics Department Working Paper No. 1028
Publisher: 
Queen's University, Department of Economics, Kingston (Ontario)
Abstract: 
There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods do not always work well. This paper discusses a large number of bootstrap methods that can be useful in econometrics. Applications to hypothesis testing are emphasized, and simulation results are presented for a few illustrative cases.
Subjects: 
bootstrap
Monte Carlo test
wild bootstrap
sieve bootstrap
moving block bootstrap
JEL: 
C12
C15
Document Type: 
Working Paper

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