Implementing the double bootstrap

DOI10.1023/A:1008637230094MaRDI QIDQ1273458zbMATH OpenOpenAlexFDO

Authors B. D. McCullough, H. D. Vinod

Publication date 7 December 1998

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1008637230094

zbMATH Keywords

Cobb-Douglas production functionconfidence intervalsdouble bootstrapnonlinear regressiontranslog

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38) Statistical methods; economic indices and measures (91B82)

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Cited in

(9)

• Foundations of statistical inference based on numerical roots of robust pivot functions
• Confidence interval estimation of overlap: equal means case.
• Foundations of multivariate inference using modern computers
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Implementing the single bootstrap: Some computational considerations
• Combining neural networks for function approximation under conditions of sparse data: the biased regression approach
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• Bootstrap confidence intervals for the parameter of zero-truncated Poisson-Ishita distribution
• Impact of Existence and Nonexistence of Pivot on the Coverage of Empirical Best Linear Prediction Intervals for Small Areas

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