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A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife

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  • Hilmer, Christiana E.
  • Holt, Matthew T.

Abstract

This paper compares the finite sample performance of subsample bootstrap and subsample jackknife techniques to the traditional bootstrap method when parameters are constrained to be on some boundary. To assess how these three methods perform in an empirical application, a negative semi-definite translog cost function is estimated using U.S. manufacturing data.

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  • Hilmer, Christiana E. & Holt, Matthew T., 2000. "A Comparison Of Resampling Techniques When Parameters Are On A Boundary: The Bootstrap, Subsample Bootstrap, And Subsample Jackknife," 2000 Annual meeting, July 30-August 2, Tampa, FL 21810, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea00:21810
    DOI: 10.22004/ag.econ.21810
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    Cited by:

    1. Elie Appelbaum & Aman Ullah, 1997. "Estimation Of Moments And Production Decisions Under Uncertainty," The Review of Economics and Statistics, MIT Press, vol. 79(4), pages 631-637, November.

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