A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Published on 1 June 2013

This Journal article has been replaced by A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

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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http://journals.cambridge.org/action/displayAbstract?fromPage=online&aid=892400… 

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

Authors

Raffaella Giacomini
Raffaella Giacomini

Research Associate University College London

Raffaella is a Professor in the Department of Economics at UCL and a Senior Economist at the Federal Reserve Bank of Chicago.

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Halbert White

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Dimitris N. Politis

Journal article details

DOI
10.1017/S0266466612000655
Publisher
Cambridge Journals
Issue
Volume 29, Issue 3, June 2013

Suggested citation

R, Giacomini and D, Politis and H, White. (2013). 'A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators' 29(3/2013)

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