21 A perspective on application of bootstrap methods in econometrics

@article{Jeong199321AP,
  title={21 A perspective on application of bootstrap methods in econometrics},
  author={Jinook Jeong and G. Maddala},
  journal={Handbook of Statistics},
  year={1993},
  volume={11},
  pages={573-610}
}
  • Jinook Jeong, G. Maddala
  • Published 1993
  • Mathematics
  • Handbook of Statistics
  • Publisher Summary This chapter presents a review of the several applications of bootstrap in econometrics. Almost every type of model used in econometric work has been bootstrapped: regression models with heteroskedastic and autocorrelated errors, seemingly unrelated regression models, models with lagged dependent variables, state–space models and the Kalman filter, panel data models, simultaneous equation models, logit, probit, tobit, and other limited dependent variable models, generalized… CONTINUE READING
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