Midlands State University Library

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Giacomini, Raffaella

A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators created by Raffaella Giacomini, Dimitris Politis and Halbert White - Econometric Theory Volume 29, number 3 .

We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.

02664666


Monte Carlo simulation--Bootstrap approach

HB139.T52 ECO