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| Author: | Gozalo, P. L. |
| Title: | Nonparametric bootstrap analysis with applications to demographic effects in demand functions. |
| Journal: | Journal of Econometrics
1997 : SEP, VOL. 81:2, p. 357-393 |
| Index terms: | STATISTICAL METHODS TIME SERIES ECONOMETRIC MODELS HOUSEHOLD ECONOMICS DEMOGRAPHY |
| Language: | eng |
| Abstract: | This paper introduces a new procedure for conducting bootstrap analysis in such inid situations. The proposed bootstrap, labeled smooth conditional movements such inid bootstrap, applies nonparametric estimates of the conditional moments of the residuals to approximate (mimic) the underlying conditional distribution of the data. The result is a bootstrap method employed in iid and inid settings, respectively. This encompassing allows for both a larger latitude of applicability and improvement over such methods. |
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