A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators created by Raffaella Giacomini, Dimitris Politis and Halbert White

By:

Giacomini, Raffaella [author]

Contributor(s):

Material type: Text

TextSeries: Econometric Theory ; Volume 29, number 3Cambridge: Cambridge University Press, 2013Content type:

text

Media type:

unmediated

Carrier type:

volume

ISSN:

02664666

Subject(s):

Monte Carlo simulation -- Bootstrap approach

LOC classification:

HB139.T52 ECO

Online resources:

Click here to access online

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

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Item type	Current library	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode
Journal Article	Main Library - Special Collections	HB139.T52 ECO (Browse shelf(Opens below))	Vol. 29, no.3 (pages 567-589)	SP17539	Not for loan	For In House Use Only

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

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