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Implementing the Double Bootstrap

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  • McCullough, B D
  • Vinod, H D

Abstract

The single bootstrap already is popular in economics, though the double bootstrap has better convergence properties. We discuss the theory and implementation of the double bootstrap, both with and without the pivotal transformation, and give detailed examples of each. One example is a nonlinear double bootstrap of a Cobb-Douglas production function, and explains the use of Gauss-Newton Regressions as a device to decrease computational time. Another example is double bootstrapping elasticities from a translog production function. Citation Copyright 1998 by Kluwer Academic Publishers.

Suggested Citation

  • McCullough, B D & Vinod, H D, 1998. "Implementing the Double Bootstrap," Computational Economics, Springer;Society for Computational Economics, vol. 12(1), pages 79-95, August.
    • Handle: RePEc:kap:compec:v:12:y:1998:i:1:p:79-95
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    Cited by:

    1. Yoonsuk Lee & B. Wade Brorsen, 2017. "Permanent Breaks and Temporary Shocks in a Time Series," Computational Economics, Springer;Society for Computational Economics, vol. 49(2), pages 255-270, February.
    2. Gervais, Jean-Philippe & Larue, Bruno, 2004. "A Joint Test Of Pricing-To-Market, Menu Cost And Currency Invoicing," 2004 Annual meeting, August 1-4, Denver, CO 20295, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    3. Jean-Philippe Gervais & Olivier Bonroy & Steve Couture, 2008. "A province-level analysis of economies of scale in Canadian food processing," Agribusiness, John Wiley & Sons, Ltd., vol. 24(4), pages 538-556.
    4. McCullough, B D, 1999. "Econometric Software Reliability: EViews, LIMDEP, SHAZAM and TSP," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(2), pages 191-202, March-Apr.
    5. Mulekar, Madhuri S. & Mishra, Satya N., 2000. "Confidence interval estimation of overlap: equal means case," Computational Statistics & Data Analysis, Elsevier, vol. 34(2), pages 121-137, August.
    6. Jean‐Philippe Gervais & Bruno Larue, 2009. "A joint test of market power, menu costs, and currency invoicing," Agricultural Economics, International Association of Agricultural Economists, vol. 40(1), pages 29-41, January.
    7. Vinod, H. D., 1998. "FELLOW'S CORNER Foundations of statistical inference based on numerical roots of robust pivot functions," Journal of Econometrics, Elsevier, vol. 86(2), pages 387-396, June.
    8. Gervais, Jean-Philippe & Larue, Bruno, 2006. "A Joint Test of Price Discrimination, Menu Cost and Currency Invoicing," MPRA Paper 565, University Library of Munich, Germany.
    9. Andrzej Bochniak & Paweł Artur Kluza & Izabela Kuna-Broniowska & Milan Koszel, 2019. "Application of Non-Parametric Bootstrap Confidence Intervals for Evaluation of the Expected Value of the Droplet Stain Diameter Following the Spraying Process," Sustainability, MDPI, vol. 11(24), pages 1-17, December.
    10. Gervais, Jean-Philippe & Bonroy, Olivier & Couture, Steve, 2006. "Economies of Scale in the Canadian Food Processing Industry," MPRA Paper 64, University Library of Munich, Germany.
    11. Menéndez, P. & Fan, Y. & Garthwaite, P.H. & Sisson, S.A., 2014. "Simultaneous adjustment of bias and coverage probabilities for confidence intervals," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 35-44.

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