© NAKE by Lex Meijdam
Lecture 1: Introduction and statement of the problem
Lecture 2: Consistency of the bootstrap
Lecture 3: Edgeworth expansions
Lecture 4: The bootstrap and asymptotic refinements
Lecture 5: The bootstrap for time series data.
Monte Carlo evidence on performance of the bootstrap
The main reference is:
Horowitz, J.L., The Bootstrap, forthcoming in Handbook of Econometrics, Vol. 5.
This paper can be downloaded from http://www.biz.uiowa.edu/faculty/horowitz/
Other references:
Hall, P. (1992). The Bootstrap and Edgeworth Expansion, Springer-Verlag. Ch. 2;
Sections 3.1-3.6.
Hall, P. and J.L. Horowitz (1996). Bootstrap critical values for tests based on
generalized method of moments estimators, Econometrica, 64, 891-916.
Hall, P., J.L. Horowitz, and B.Y. Jing (1995). On blocking rules for the bootstrap with
dependent data, Biometrika, 82, 561-574.
Horowitz, J.L. (1997). Bootstrap methods in econometrics: theory and numerical
performance, in D.M. Kreps and K.F. Wallis, eds., Advances in Economics and
Econometrics: Theory and Applications, Seventh World Congress, Vol. 3, pp. 188-222,
Cambridge University Press
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