Implementing the Double Bootstrap

نویسندگان

  • B. D. McCULLOUGH
  • H. D. VINOD
چکیده

The single bootstrap already is popular in economics, though the double bootstrap has better convergence properties. We discuss the theory and implementation of the double bootstrap, both with and without the pivotal transformation, and give detailed examples of each. One example is a nonlinear double bootstrap of a Cobb-Douglas production function, and explains the use of Gauss-Newton Regressions as a device to decrease computational time. Another example is double bootstrapping elasticities from a translog production function.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Improving the reliability of bootstrap tests with the fast double bootstrap

Two procedures are proposed for estimating the rejection probabilities of bootstrap tests in Monte Carlo experiments without actually computing a bootstrap test for each replication. These procedures are only about twice as expensive (per replication) as estimating rejection probabilities for asymptotic tests. Then a new procedure is proposed for computing bootstrap P values that will often be ...

متن کامل

Bootstrap Methods for Time Series

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the accuracy of bootstrap estimates depend on whether the data are a random sample from a distribution or a time series. This paper is concerned with the application of the boots...

متن کامل

Diagnostics for the Bootstrap and Fast Double Bootstrap

The bootstrap is typically much less reliable in the context of time-series models with serial correlation of unknown form than it is when regularity conditions for the conventional IID bootstrap, based on resampling, apply. It is therefore useful for practitioners to have available diagnostic techniques capable of evaluating bootstrap performance in specific cases. The techniques suggested in ...

متن کامل

Bootstrap Methods for Time Series

The bootstrap is a method for estimating the distribution of an estimator or test statistic by resampling one’s data or a model estimated from the data. The methods that are available for implementing the bootstrap and the accuracy of bootstrap estimates depend on whether the data are a random sample from a distribution or a time series. This paper is concerned with the application of the boots...

متن کامل

Fast and Reliable Bootstrapping of Consistent Specification Tests

In this paper we investigate the applicability of reliable and fast bootstrap methods on two non-smoothing, consistent specification tests (Bierens, 1982; Escanciano, 2006). Through Monte Carlo experiments we compare the performance of these tests under the null when the null distribution is simulated by the bootstrap, the double bootstrap (Beran, 1988) and the fast double bootstrap (FDB, David...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998