The Bootstrap in Econometrics
Data up to Jan 2025
Total Citations Per Year
Abstract
References (72)
Bootstrap Methods and Their Application
1999 • 5,712 citations
Maximum Likelihood Estimation of Misspecified Models
1982 • 3,838 citations
Maximum Likelihood Estimation of Misspecified Models
1983 • 3,727 citations
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
1970 • 2,117 citations
The Bootstrap and Edgeworth Expansion.
1993 • 2,057 citations
The Bootstrap and Edgeworth Expansion
1992 • 1,901 citations
Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
1970 • 1,730 citations
Some Asymptotic Theory for the Bootstrap
1981 • 1,651 citations
Maximum score estimation of the stochastic utility model of choice
1975 • 901 citations
Bootstrap and Wild Bootstrap for High Dimensional Linear Models
1993 • 843 citations
Automatic Block-Length Selection for the Dependent Bootstrap
2004 • 779 citations
Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions
1994 • 730 citations
Cube Root Asymptotics
1990 • 641 citations
On the Covariance Structure of Earnings and Hours Changes
1989 • 623 citations
A Smoothed Maximum Score Estimator for the Binary Response Model
1992 • 598 citations
On blocking rules for the bootstrap with dependent data
1995 • 581 citations
Semiparametric analysis of discrete response
1985 • 573 citations
Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
1996 • 492 citations
Sieve Bootstrap for Time Series
1997 • 455 citations
The wild bootstrap, tamed at last
2008 • 453 citations
Nonparametric Analysis of Randomized Experiments with Missing Covariate and Outcome Data
2000 • 398 citations
Small-Sample Bias in GMM Estimation of Covariance Structures
1996 • 333 citations
Prepivoting to reduce level error of confidence sets
1987 • 293 citations
Bootstrap Methods for Time Series
2003 • 268 citations
A Conditional Kolmogorov Test
1997 • 261 citations
On the Number of Bootstrap Simulations Required to Construct a Confidence Interval
1986 • 234 citations
Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
2002 • 226 citations
When Does Bootstrap Work?: Asymptotic Results and Simulations
1992 • 224 citations
Bootstrap-based critical values for the information matrix test
1994 • 195 citations
Bootstrap Methods for Median Regression Models
1998 • 194 citations
Inference for Autocorrelations under Weak Assumptions
1996 • 188 citations
Effect of Bias Estimation on Coverage Accuracy of Bootstrap Confidence Intervals for a Probability Density
1992 • 186 citations
Residual-Based Block Bootstrap for Unit Root Testing
2003 • 147 citations
Intentionally Biased Bootstrap Methods
1999 • 144 citations
Bootstrap Unit Root Tests
2003 • 136 citations
The small-sample performance of the information-matrix test
1990 • 133 citations
Semiparametric estimation of a work-trip mode choice model
1993 • 133 citations
Bootstrap Methods for Markov Processes
2003 • 129 citations
The Covariance Matrix of the Information Matrix Test
1984 • 117 citations
Bootstrap Testing in Nonlinear Models
1999 • 113 citations
Operational characteristics of maximum score estimation
1986 • 111 citations
Testing for Autocorrelation Using a Modified Box‐Pierce Q Test
2001 • 108 citations
Bootstrapping Autoregressive Processes with Possible Unit Roots
2002 • 107 citations
Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator
2001 • 101 citations
The information matrix test
1983 • 101 citations
TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE
2002 • 99 citations
Sieve bootstrap for smoothing in nonstationary time series
1998 • 99 citations
SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
2006 • 94 citations
Bootstrap procedures for AR (∞) — processes
1992 • 93 citations
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
2000 • 89 citations
Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness
2005 • 88 citations
Bootstrap in Markov-sequences based on estimates of transition density
1990 • 83 citations
On Blocking Rules for the Bootstrap with Dependent Data
1995 • 83 citations
Bootstrap test of significance and sequential bootstrap estimation for unstable first order autoregressive processes
1991 • 82 citations
The local bootstrap for Markov processes
2002 • 79 citations
Bootstrapping Autoregressive and Moving Average Parameter Estimates of Infinite Order Vector Autoregressive Processes
1996 • 77 citations
On Subsampling Estimators with Unknown Rate of Convergence
1999 • 67 citations
Bootstrap Methods for Covariance Structures
1998 • 65 citations
An Edgeworth expansion for the m out of n bootstrapped median
2000 • 65 citations
Unit root bootstrap tests for AR (1) models
1996 • 63 citations
On Edgeworth Expansion and Moving Block Bootstrap for StudentizedM-Estimators in Multiple Linear Regression Models
1996 • 62 citations
Bootstrap critical values for tests based on the smoothed maximum score estimator
2002 • 61 citations
On asymptotic properties of bootstrap for AR(1) processes
1996 • 58 citations
the Block-Block Bootstrap: Improved Asymptotic Refinements
2004 • 53 citations
Analytical and Bootstrap Approximations to Estimator Distributions inL1Regression
1993 • 49 citations
A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS
2001 • 44 citations
The size bias of White's information matrix test
1987 • 40 citations
Inference For Autocorrelations Under Weak Assumptions
1996 • 39 citations
Testing for Autocorrelation and Unit Roots in the Presence of Conditional Heteroskedasticity of Unknown Form
2003 • 37 citations
On Bootstrap Coverage Probability with Dependent Data
2003 • 24 citations
Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap
1995 • 22 citations
A smoothed bootstrap estimator for a studentized sample quantile
1993 • 11 citations