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A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators

Authors: Raffaella Giacomini , Dimitris N. Politis and Halbert White
Date: 01 June 2013
Type: Journal Article, Econometric Theory, Vol. 29, No. 3, pp. 567--589
DOI: 10.1017/S0266466612000655

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.

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Raffaella Giacomini, Dimitris N. Politis and Halbert White May 2012, A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators, cemmap Working Paper, CWP11/12, cemmap

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