The aim is to present various bootstrapping techniques and illustrate their application in econometrics.
Describes several bootstrapping methods
Demonstrates implementation using Stata
Explains the use of Stata's bootstrap command
Presents clear guidelines on bootstrapping techniques
Illustrates practical examples of implementation using Stata
Abstract
Bootstrapping techniques have become increasingly popular in applied econometrics and other areas. This article presents several methods and shows how to implement them using Stata's bootstrap command.