Scandinavian Working Papers in Economics

Working Paper Series,
Uppsala University, Department of Economics

No 1999:2: Bootstrap Methods and Applications in Econometrics - A Brief Survey

Pål Bergström
Additional contact information
Pål Bergström: Trade and Capital Markets, Postal: SE-banken, Box 160 67, SE-103 22 Stockholm, Sweden

Abstract: This paper provides a brief survey of the bootstrap and its use in econometrics. As an introduction, the paper gives a description of the basics of the method, with a special emphasis on boostrap testing. A fairly large amount of space is devoted to discuss why bootstrap tests provide refinements compared to equivalent asymptotic tests. A series of recent different applications in the econometrics literature is then surveyed, in order to give a picture of this rapidly evolving research field.

Keywords: Bootstrap; Sample Reuse Methods; Simulation Methods

JEL-codes: C40

27 pages, January 10, 1999

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1999wp2.pdf PDF-file

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