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An overview on various ways of bootstrap methods

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  • Liew, Venus Khim-Sen

Abstract

The introduction of the bootstrap methods by Efron (1979) enables many empirical researches, which would otherwise be difficult if not totally impossible. Nowadays, bootstrapping has become an important aspect in research. This paper reviews various ways of bootstrapping data for cross-sectional and time series samples. Various ways of bootstrapping confidence intervals for estimators, an important application of bootstrap methods, are also discussed in this paper. Several other applications of bootstrap methods are briefly mentioned preceding to the concluding remarks this paper.

Suggested Citation

  • Liew, Venus Khim-Sen, 2008. "An overview on various ways of bootstrap methods," MPRA Paper 7163, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:7163
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    File URL: https://mpra.ub.uni-muenchen.de/7163/2/MPRA_paper_7163.pdf
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    References listed on IDEAS

    as
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    More about this item

    Keywords

    bootstrap methods; confidence intervals;

    JEL classification:

    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General

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