A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

B-Tier
Journal: Econometric Theory
Year: 2013
Volume: 29
Issue: 3
Pages: 567-589

Authors (3)

Giacomini, Raffaella (University College London (UCL...) Politis, Dimitris N. (not in RePEc) White, Halbert

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

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

Technical Details

RePEc Handle
repec:cup:etheor:v:29:y:2013:i:03:p:567-589_00
Journal Field
Econometrics
Author Count
3
Added to Database
2026-01-25