{"id":"https://openalex.org/W3124968993","doi":null,"title":"Bootstrap Methods in Econometrics: Theory and Numerical Performance","display_name":"Bootstrap Methods in Econometrics: Theory and Numerical Performance","publication_year":1996,"publication_date":"1996-01-01","ids":{"openalex":"https://openalex.org/W3124968993","mag":"3124968993"},"language":"en","primary_location":{"id":"pmh:oai:CiteSeerX.psu:10.1.1.201.218","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.218","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://econwpa.wustl.edu:80/eps/em/papers/9602/9602009.pdf","raw_type":"text"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5112305741","display_name":"Jo\u00ebl L. Horowitz","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jo\u00ebl L. Horowitz","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5112305741"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":5.5548,"has_fulltext":false,"cited_by_count":179,"citation_normalized_percentile":{"value":0.97900429,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.5522000193595886,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.5522000193595886,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.06369999796152115,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.06159999966621399,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bootstrap-method","display_name":"bootstrapping","score":0.7990000247955322},{"id":"https://openalex.org/keywords/resampling","display_name":"resampling","score":0.7710000276565552},{"id":"https://openalex.org/keywords/finite-sample-distribution","display_name":"finite sample distribution","score":0.5649999976158142},{"id":"https://openalex.org/keywords/higher-order-expansions","display_name":"higher-order expansions","score":0.7149999737739563},{"id":"https://openalex.org/keywords/information-matrix-test","display_name":"information matrix test","score":0.8009999990463257},{"id":"https://openalex.org/keywords/econometric-inference","display_name":"econometric inference","score":0.5929999947547913}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8024423122406006},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.7068601846694946},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7020227909088135},{"id":"https://openalex.org/C150921843","wikidata":"https://www.wikidata.org/wiki/Q1170431","display_name":"Resampling","level":2,"score":0.6758268475532532},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.6567889451980591},{"id":"https://openalex.org/C207609745","wikidata":"https://www.wikidata.org/wiki/Q4944086","display_name":"Bootstrapping (finance)","level":2,"score":0.6513897180557251},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5679792165756226},{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.5632193684577942},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.5204458832740784},{"id":"https://openalex.org/C167723999","wikidata":"https://www.wikidata.org/wiki/Q3773214","display_name":"Sampling distribution","level":2,"score":0.5163570642471313},{"id":"https://openalex.org/C971699","wikidata":"https://www.wikidata.org/wiki/Q1132714","display_name":"Delta method","level":3,"score":0.4851018190383911},{"id":"https://openalex.org/C120639","wikidata":"https://www.wikidata.org/wiki/Q7068958","display_name":"Null distribution","level":4,"score":0.4449269771575928},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.4219379127025604},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4199845492839813},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.38387879729270935},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2789402902126312},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:CiteSeerX.psu:10.1.1.201.218","doi":null,"is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.201.218","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://econwpa.wustl.edu:80/eps/em/papers/9602/9602009.pdf","raw_type":"text"},{"id":"mag:3124968993","doi":null,"is_oa":false,"landing_page_url":"https://ideas.repec.org/p/wpa/wuwpem/9602009.html","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Econometrics","raw_type":null},{"id":"pmh:oai:RePEc:wpa:wuwpem:9602009","doi":null,"is_oa":false,"landing_page_url":"https://econwpa.ub.uni-muenchen.de/econ-wp/em/papers/9602/9602009.ps.gz","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W4416090312","https://openalex.org/W7097302589","https://openalex.org/W2949180155","https://openalex.org/W7113311231","https://openalex.org/W7099111313","https://openalex.org/W1546240496","https://openalex.org/W1510467400","https://openalex.org/W4231814315","https://openalex.org/W4230682695","https://openalex.org/W1482190243"],"abstract_inverted_index":{"The":[0,96,230,277],"bootstrap":[1,45,74,154,278],"is":[2,59,94,141,155,236],"a":[3,76,180,193,210,237,241,281],"method":[4,182],"for":[5,31,81,111,183],"estimating":[6],"the":[7,23,29,32,36,44,50,65,73,86,103,138,153,170,197,203,212,227,292],"distribution":[8,37,51,88,140],"of":[9,34,38,52,89,115,121,173,199,215,234,240,249,291,294],"an":[10,47,53,90,149],"estimator":[11,54,91,99],"or":[12,55,92,286],"test":[13,56,200,233,242],"statistic":[14,57,93,104],"by":[15,106],"resampling":[16],"one's":[17],"data.":[18],"It":[19],"amounts":[20],"to":[21,49,78,196,284],"treating":[22],"data":[24,124],"as":[25,62,64,148],"if":[26,84],"they":[27],"were":[28],"population":[30],"purpose":[33],"evaluating":[35,137],"interest.":[39],"Under":[40],"mild":[41],"regularity":[42],"conditions,":[43],"yields":[46],"approximation":[48,66,195],"that":[58],"at":[60],"least":[61],"accurate":[63,158],"obtained":[67],"from":[68,226],"first-order":[69,163,186],"asymptotic":[70,87,139,164,189,219,254],"theory.":[71],"Thus,":[72,176],"provides":[75,280],"way":[77,283],"substitute":[79],"computation":[80],"mathematical":[82],"analysis":[83],"calculating":[85],"difficult.":[95],"maximum":[97],"score":[98],"Manski":[100],"(1975,":[101],"1985),":[102],"developed":[105],"Ha..rdle":[107],"et":[108],"al.":[109],"(1991)":[110],"testing":[112],"positive-":[113],"definiteness":[114],"income-effect":[116],"matrices,":[117],"and":[118,126,143,262],"certain":[119],"functions":[120],"time-":[122],"series":[123],"(Blanchard":[125],"Quah":[127],"1989,":[128],"Runkle":[129],"1987,":[130],"West":[131],"1990)":[132],"are":[133,257,271],"examples":[134],"in":[135,159,207,243,274],"which":[136,244],"difficult":[142],"bootstrapping":[144],"has":[145],"been":[146],"used":[147,258],"alternative.1":[150],"In":[151],"fact,":[152],"often":[156,191,279],"more":[157],"finite":[160],"samples":[161],"than":[162],"approximations":[165],"but":[166],"does":[167],"not":[168],"entail":[169],"algebraic":[171],"complexity":[172],"higher-order":[174],"expansions.":[175],"it":[177],"can":[178,222,251],"provide":[179],"practical":[181],"improving":[184],"upon":[185],"approximations.":[187],"First-order":[188],"theory":[190],"gives":[192],"poor":[194],"distributions":[198],"statistics":[201],"with":[202],"sample":[204,247,289],"sizes":[205],"available":[206],"applications.":[208],"As":[209],"result,":[211],"nominal":[213],"levels":[214,293],"tests":[216],"based":[217],"on":[218],"critical":[220,255],"values":[221,256],"be":[223],"very":[224],"different":[225],"true":[228],"levels.":[229],"information":[231],"matrix":[232],"White(1982)":[235],"well-known":[238],"example":[239],"large":[245],"finite-":[246,288],"distortions":[248,290],"level":[250],"occur":[252],"when":[253],"(Horowitz":[259],"1994,":[260],"Kennan":[261],"Neumann":[263],"1988,":[264],"Orme":[265],"1990,":[266],"Taylor":[267],"1987).":[268],"Other":[269],"illustrations":[270],"given":[272],"later":[273],"this":[275],"chapter.":[276],"tractable":[282],"reduce":[285],"eliminate":[287],"statistical":[295],"tests.":[296]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":3},{"year":2012,"cited_by_count":10}],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2021-02-01T00:00:00"}
