The numerical performance of fast bootstrap procedures

DOI10.1023/B:CSEM.0000026805.91428.AFMaRDI QIDQ702246zbMATH OpenFDO

Authors Jean-François Lamarche

Publication date 17 January 2005

Published in Computational Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/B:CSEM.0000026805.91428.AF

zbMATH Keywords

computational techniquesHypothesis testingMonte Carlo

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10)

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Cited in

(6)

• Improving the reliability of bootstrap tests with the fast double bootstrap
• The fast iterated bootstrap
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
• Faster Bootstrapping with Polynomial Error
• A fast resample method for parametric and semiparametric models
• Fast double bootstrap tests for non-nested beta regressions.

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