A comparison of normal and discrete bootstraps for standard errors in equation systems

DOI10.1016/0167-7152(84)90010-5zbMATH Open0543.62099OpenAlexW1998909120MaRDI QIDQ796244FDOQ796244

Authors: Henri Theil, Mercedes C. Rosalsky, Renate Finke 

Publication date: 1984

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(84)90010-5

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zbMATH Keywords

bootstrapmaximum likelihoodbiasnon-normalityasymptotic standard errorsequation systemsRoot-mean-squared errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

• Bootstrap methods: another look at the jackknife

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