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by: April Jerde

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# Economic Statistics and Econometrics II ECON 710

Marketplace > University of Wisconsin - Madison > Economcs > ECON 710 > Economic Statistics and Econometrics II
April Jerde
UW
GPA 3.6

Naoya Sueishi

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COURSE
PROF.
Naoya Sueishi
TYPE
Class Notes
PAGES
1
WORDS
KARMA
25 ?

## Popular in Economcs

This 1 page Class Notes was uploaded by April Jerde on Thursday September 17, 2015. The Class Notes belongs to ECON 710 at University of Wisconsin - Madison taught by Naoya Sueishi in Fall. Since its upload, it has received 55 views. For similar materials see /class/205152/econ-710-university-of-wisconsin-madison in Economcs at University of Wisconsin - Madison.

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Date Created: 09/17/15
Econ 710 Discussion 8 Naoya Sueishi March 277 2009 1 Bootstrap Let X17X27 7Xn be iid from F Let Tn TnX1Xn be a statistic The exact GDP of Tn is GnuF PTn lf Gnu7 F does not depend on F Tn is pivotal7 then we can obtain Gnu7 F without knowing F However7 pivotal statistics are not available in most applications There are two methods for approximating Gnu7 F 1 Asymptotic distribution 10004 F lim PTn g Hoe lf Goow7 F does not depend of F7 then Tn is called asymptotically pivotal In many applica tions7 estimators are not asymptotically pivotal7 but are asymptotically normally distributed 2 Bootstrap distribution Gnu7 Fn PTn g Fn is a consistent estimator for F Usually7 Gnu7 Fn cannot be evaluated analytically It can be estimated by Monte Carlo simulation Example 1 Suppose that X1 and X2 are iid from an unknown F What is the nonparametric bootstrap distribution of T2 X1 X27 Find the bootstrap estimates for ET2 and varT2 Email sueishi wiscedu URL httpsmyWebspaceWiscedusueishiWeb710html

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