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

  • Raffaella Giacomini (a1), Dimitris N. Politis (a2) and Halbert White (a2)

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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Corresponding author

*Address correspondence to Raffaella Giacomini, University College London, Department of Economics, Gower Street, London WC1E6BT, UK; e-mail: r.giacomini@ucl.ac.uk.

References

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

  • Raffaella Giacomini (a1), Dimitris N. Politis (a2) and Halbert White (a2)

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