Bootstrapping

Tài liệu về bootstrapping

Nội dung

•  Identification

• Extremum estimators: Overview, consistency, asymptotic normality.

• Hypothesis testing: the trinity.

• Maximum likelihood: some applications. (Linear regression, Tobit type II/Heckit.)

Sách

•  Hayashi ch. 7 + 8

Bài báo

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