Statistical Science · 2003 · 122 citations · 66 references
Natural SciencesEconomicsEconometricsStatisticsBootstrap MethodsEstimation TheoryHypothesis TestingInferential StatisticsStatistical AnalysisStatistical InferenceBootstrap Bias EstimationBootstrap Confidence IntervalsBootstrap EstimationBootstrap Hypothesis TestsBootstrap Standard ErrorsBootstrapping ProblemParametric Bootstrap TestingStudentized Bootstrap
This paper presents examples of problems in estimation and hypothesis testing that demonstrate the use and performance of the bootstrap in econometric settings. The examples are illustrated with two empirical applications. The paper concludes wiht a discussion of topics on which further research is needed.
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Maximum Likelihood Estimation of Misspecified Models
Halbert White · Econometrica · 1982 · 4.1K citations
Maximum Likelihood Estimation of Misspecified Models
Halbert White · Econometrica · 1983 · 3.8K citations