Bootstrap Standard Error Estimates and Inference

DOI10.3982/ECTA17912zbMath1497.62077OpenAlexW3184128770MaRDI QIDQ5020514

Zhipeng Liao, Jinyong Hahn

Publication date: 6 January 2022

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta17912

zbMATH Keywords

bootstrapstandard error estimatesasymptotic size control

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Bootstrap, jackknife and other resampling methods (62F40)

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Uniform inference in linear panel data models with two-dimensional heterogeneity ⋮ Estimation and inference in factor copula models with exogenous covariates ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Estimating the variance of a combined forecast: bootstrap-based approach ⋮ Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations ⋮ Bootstrapping Two-Stage Quasi-Maximum Likelihood Estimators of Time Series Models

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