AMU - AMSE
5-9 Boulevard Maurice Bourdet, CS 50498
13205 Marseille Cedex 1
Flachaire
Emmanuel Flachaire
Faculty
,
Aix-Marseille Université
,
Faculté d'économie et de gestion (FEG)
Status
Professor
Research fields
Econometrics
Thesis
1998
,
Aix-Marseille Université
Contact
emmanuel.flachaire[at]univ-amu.fr
+33(0)4 13 55 25 50
Address
Îlot Bernard du Bois
Publications
A better way to bootstrap pairsJournal article, Economics Letters, Volume 64, Issue 3, pp. 257-262, 1999
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.
