Editors’ introduction: Resampling methods in econometrics

Inference for Health Econometrics: Inference, Model Tests, Diagnostics, Multiple Tests, and Bootstrap

This paper presents a brief summary of classical statistical inference for many commonly-used regression model estimators that are asymptotically normally distributed. The paper covers Wald con…dence intervals and hypothesis tests based on robust standard errors; tests of model adequacy and model diagnostics; family-wise error rates and false discovery rates that control for multiple testing; a...

Hypothesis Testing in Econometrics

This paper reviews important concepts and methods that are useful for hypothesis testing. First, we discuss the Neyman-Pearson framework. Various approaches to optimality are presented, including finite-sample and large-sample optimality. Then, some of the most important methods are summarized, as well as resampling methodology which is useful to set critical values. Finally, we consider the pr...

Resampling Methods in Complex Survey Data

Bootstrap Methods with application in Econometrics and Finance*

This paper studies both the traditional and the state of art aspects of Bootstrap Resampling Procedures. The theoretical asymptotic performances of such procedures are explored by an intuitive way of Edgeworth Expansion. Several refinements of standard bootstrap methods are advanced by a brief introduction, with suggestions for further research frontiers. Further more, empirical experiments are...

روش‌های بازنمونه‌گیری بوت استرپ و جک نایف در تحلیل بقای بیماران مبتلا به تالاسمی ماژور

Background and Objectives: A small sample size can influence the results of statistical analysis. A reduction in the sample size may happen due to different reasons, such as loss of information, i.e. existing missing value in some variables. This study aimed to apply bootstrap and jackknife resampling methods in survival analysis of thalassemia major patients. Methods: In this historical coh...