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

作者:Giacomini Raffaella*; Politis Dimitris N; White Halbert
来源:Econometric Theory, 2013, 29(3): 567-589.
DOI:10.1017/S0266466612000655

摘要

We analyze fast procedures for conducting Monte Carlo experiments involving bootstrap estimators, providing formal results establishing the properties of these methods under general conditions.