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

DOI10.1016/0167-7152(84)90010-5MaRDI QIDQ796244zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

asymptotic standard errorsbiasbootstrapequation systemsmaximum likelihoodnon-normalityRoot-mean-squared errors

Mathematics Subject Classification ID

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

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Cites work

• Bootstrap methods: another look at the jackknife

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