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On the inconsistency of bootstrap distribution estimators

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  • HALL, Peter
  • HÄRDLE, Wolfgang
  • SIMAR, Léopold

Abstract

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Suggested Citation

  • HALL, Peter & HÄRDLE, Wolfgang & SIMAR, Léopold, 1993. "On the inconsistency of bootstrap distribution estimators," LIDAM Reprints CORE 1062, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:1062
    DOI: 10.1016/0167-9473(93)90241-K
    Note: In : Computational Statistics and Data Analysis, 16, 11-18, 1993
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    Cited by:

    1. Berger, Allen N. & Humphrey, David B., 1997. "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
    2. Leopold SIMAR & Wolfgang HAERDLE, "undated". "Iterated bootstrap with applications to frontier models," Statistic und Oekonometrie 9302, Humboldt Universitaet Berlin.
    3. Qu Feng & William C. Horrace, 2012. "Alternative technical efficiency measures: Skew, bias and scale," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(2), pages 253-268, March.
    4. Zhexiao Lin & Fang Han, 2023. "On the failure of the bootstrap for Chatterjee's rank correlation," Papers 2303.14088, arXiv.org, revised Apr 2023.
    5. B.U.PARK & Wolfgang HAERDLE, "undated". "Testing increasing dispersion," Statistic und Oekonometrie 9314, Humboldt Universitaet Berlin.
    6. Feng, Qu & Horrace, William C., 2012. "Estimating technical efficiency in micro panels," Economics Letters, Elsevier, vol. 117(3), pages 730-733.
    7. Yangseon Kim & Peter Schmidt, 2000. "A Review and Empirical Comparison of Bayesian and Classical Approaches to Inference on Efficiency Levels in Stochastic Frontier Models with Panel Data," Journal of Productivity Analysis, Springer, vol. 14(2), pages 91-118, September.
    8. Myungsup Kim & Yangseon Kim & Peter Schmidt, 2007. "On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data," Journal of Productivity Analysis, Springer, vol. 28(3), pages 165-181, December.
    9. Hardle, W. & Park, B. U., 1995. "Testing increasing dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 19(6), pages 641-653, June.

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