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Bootstrapping Error...
Bootstrapping Error Component Models
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- Andersson, Michael K. (author)
- National Institute of Economic Research, Stockholm, Sweden,National Institute of Economic Research (Sweden, Stockholm) - KI
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- Karlsson, Sune, 1960- (author)
- Stockholm School of Economics,Handelshögskolan i Stockholm
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(creator_code:org_t)
- 2019-11-04
- 2001
- English.
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In: Computational statistics (Zeitschrift). - : Physica Verlag. - 0943-4062 .- 1613-9658. ; 16:2, s. 221-231
- Related links:
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https://urn.kb.se/re...
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https://doi.org/10.1...
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Abstract
Subject headings
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- This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv -- Nationalekonomi (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business -- Economics (hsv//eng)
- SAMHÄLLSVETENSKAP -- Ekonomi och näringsliv -- Företagsekonomi (hsv//swe)
- SOCIAL SCIENCES -- Economics and Business -- Business Administration (hsv//eng)
Keyword
- panel data; bootstrap; bootstrap test; resampling
- Statistik
- Statistics
Publication and Content Type
- ref (subject category)
- art (subject category)
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