Consistency of the OLS Bootstrap for Independently but Not-Identically Distributed Data: A Permutation Perspective
This paper introduces a new approach to proving bootstrap consistency based upon the distribution of permutation statistics, using it to derive results covering fundamentally not-identically distributed groups of data, in which average moments do not converge to anything, with moment conditions that...
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2025-10-01
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| Schriftenreihe: | Econometrics |
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| Online-Zugang: | https://www.mdpi.com/2225-1146/13/4/41 |
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