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Bootstrapping Error Component Models
National Institute of Economic Research, Stockholm, Sweden.
Department of Economic Statistics, Stockholm School of Economics, Stockholm, Sweden. (Stat@oru)ORCID iD: 0000-0003-0203-4688
2001 (English)In: Computational statistics (Zeitschrift), ISSN 0943-4062, E-ISSN 1613-9658, Vol. 16, no 2, 221-231 p.Article in journal (Refereed) Published
Abstract [en]

This paper proposes several resampling algorithms suitable for error component models and evaluates them in the context of bootstrap testing. In short, all the algorithms work well and lead to tests with correct or close to correct size. There is thus little or no reason not to use the bootstrap with error component models.

Place, publisher, year, edition, pages
Physica Verlag, 2001. Vol. 16, no 2, 221-231 p.
Keyword [en]
panel data; bootstrap; bootstrap test; resampling
National Category
Probability Theory and Statistics Economics
Research subject
Statistics
Identifiers
URN: urn:nbn:se:oru:diva-61125DOI: 10.1007/s001800100061ISI: 000170022000001Scopus ID: 2-s2.0-0035640260OAI: oai:DiVA.org:oru-61125DiVA: diva2:1144101
Available from: 2017-09-25 Created: 2017-09-25 Last updated: 2017-09-26Bibliographically approved

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