Easy bootstrap-like estimation of asymptotic variances

DOI10.1016/J.ECONLET.2018.07.002MaRDI QIDQ1787986zbMATH OpenOpenAlexWikidataFDO

Authors Bo E. Honoré, Luojia Hu

Publication date 8 October 2018

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2018.07.002

zbMATH Keywords

bootstrapcensored regressioninferencetwo-step estimationstandard error

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Censored data models (62N01) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3336465 (Why is no real title available?)
• A method of moments interpretation of sequential estimators
• Least absolute deviations estimation for the censored regression model
• Poor (wo)man's bootstrap

Cited in

(1)

• Poor (wo)man's bootstrap

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