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- W2817203476 abstract "The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honoré and Hu (2017), we propose a “Poor (Wo)man’s Bootstrap” based on one-dimensional estimators. In this paper, we propose a modified, simpler method and illustrate its potential for estimating asymptotic variances." @default.
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- W2817203476 date "2018-10-01" @default.
- W2817203476 modified "2023-09-29" @default.
- W2817203476 title "Easy bootstrap-like estimation of asymptotic variances" @default.
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- W2817203476 doi "https://doi.org/10.1016/j.econlet.2018.07.002" @default.
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