论文信息 - On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

On Bootstrapping Two-Stage Least-Squares Estimates in Stationary Linear Models

For models similar to.those used in econometric work, under suitable regularity conditions, the bootstrap is shown to give asymptotically valid approximations to the distribution of errors in coefficient estimates. Running head. Bootstrapping linear models I would like to thank David Brillinger, Edwin Kuh and Thomas Rothenberg for their help.

D. Freedman

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