A better way to bootstrap pairs

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Authors	:	Flachaire, Emmanuel
Document type	:	Document de travail (Working Paper)
Abstract	:	In this paper we are interested in heteroskedastic regression models, for which an appropriate bootstrap method is bootstrapping pairs, proposed by Freedman (1981). We propose an ameliorate version of it, with better numerical performance.
Access type	:	Accès libre
Publication date	:	1999
Collection	:	CORE Discussion Papers - 1999/24
Affiliation	:	UCL - CORE - Center for Operations Research and Econometrics
Keywords	:	Bootstrap ; Heteroskedasticity contestability
Links	:	http://www.core.ucl.ac.be/services/psfiles/dp99/dp9924.pdf [Handle]http://hdl.handle.net/2078.1/4036

Bibliographic reference	Flachaire, Emmanuel. A better way to bootstrap pairs. CORE Discussion Papers ; 1999/24 (1999)
Permanent URL	http://hdl.handle.net/2078.1/4036