Bootstrap methods for covariance structures

Journal of Human Resources

Volumn 33, Issue 1, 1998, Pages 39-61

  Horowitz, Joel L ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0012860215     PISSN: 0022166X     EISSN: None     Source Type: Journal    
DOI: 10.2307/146314     Document Type: Article

References (13)

1. Abowd, J. M., and D. Card. 1987. "Intertemporal Labor Supply and Long-Term Employment Contracts." American Economic Review 77:50-68.
2. _. 1989. "On the Covariance Structure of Earnings and Hours Changes." Econometrica 57:411-45.
3. Altonji, J. G., and L. M. Segal. 1994. "Small Sample Bias in GMM Estimation of Covariance Structures." NBER Technical Working Paper no. 156, National Bureau of Economic Research, Cambridge, Mass.
4. _. 1996. "Small Sample Bias in GMM Estimation of Covariance Structures." Journal of Business and Economic Statistics 14:353-66.
5. Behrman, J., M. Rosenzweig, and P. Taubman. 1994. "Endowments and the Allocation of Schooling in the Family and in the Marriage Market: The Twins Experiment." Journal of Political Economy. 102:1131-74.
6. Beran, R. 1988. "Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements." Journal of the American Statistical Association 83:687-97.
7. Beran, R., and G. R. Ducharme. 1991. Asymptotic Theory for Bootstrap Methods in Statistics. Les Publications CRM, Centre de recherches mathematiques, Universite de Montreal, Montreal, Canada.
8. Brown, B. W., and W. K. Newey. 1995. "Bootstrapping for GMM." Unpublished manuscript, Department of Economics, Massachusetts Institute of Technology, Cambridge, MA.
9. Griliches, Z. 1979. "Sibling Models and Data in Economics: Beginnings of a Survey." Journal of Political Economy 87:S37-S64.
10. Hall, P. 1986. "On the Bootstrap and Confidence Intervals." Annals of Statistics 14:1431-52.
11. _. 1992. The Bootstrap and Edge-worth Expansion. New York: Springer-Verlag.
12. Hall, R. E., and F. Mishkin. 1982. "The Sensitivity of Consumption to Transitive Income: Estimates from Panel Data on Households." Econometrica 50:461-81.
13. Koenker, R., J. A. F. Machado, C. L. Skeels, and A. H. Welsh. 1994. "Momentary Lapses: Moment Expansions and the Robustness of Minimum Distance Estimation." Econometric Theory 10:172-97.