A better way to bootstrap pairs

Flachaire, Emmanuel
(1999)

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  • Flachaire, Emmanuel
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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.
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Flachaire, E. (1999). A better way to bootstrap pairs (CORE Discussion Papers 1999/24). https://hdl.handle.net/2078.5/35737