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Bootstrap Methods and Applications in Econometrics -a Brief Survey

Author

Listed:
  • Bergstrom, P.

Abstract

This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.

Suggested Citation

  • Bergstrom, P., 1999. "Bootstrap Methods and Applications in Econometrics -a Brief Survey," Papers 1999:2, Uppsala - Working Paper Series.
    • Handle: RePEc:fth:uppaal:1999:2
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    Cited by:

    1. Stan Hurn & Ralf Becker, 2009. "Testing for Nonlinearity in Mean in the Presence of Heteroskedasticity," Economic Analysis and Policy, Elsevier, vol. 39(2), pages 311-326, September.
    2. Patricio Jaramillo & Juan Carlos Piantini, 2008. "Multimodality Test and Mixture Distributions: An Application to the Central Bank Expectation Survey," Working Papers Central Bank of Chile 489, Central Bank of Chile.

    More about this item

    Keywords

    STATISTICAL ANALYSIS ; ECONOMETRICS ; SIMULATION;
    All these keywords.

    JEL classification:

    • C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General

    Statistics

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