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Bootstrap Methods in Econometrics*

2006· article· en· W2118090104 on OpenAlexaff
James G. MacKinnon

Bibliographic record

VenueEconomic Record · 2006
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsQueen's University
Fundersnot available
KeywordsEconometricsRegressionEconometric modelIndependent and identically distributed random variablesRegression analysisComputer scienceStatisticsMathematicsRandom variable

Abstract

fetched live from OpenAlex

There are many bootstrap methods that can be used for econometric analysis. In certain circumstances, such as regression models with independent and identically distributed error terms, appropriately chosen bootstrap methods generally work very well. However, there are many other cases, such as regression models with dependent errors, in which bootstrap methods do not always work well. This paper discusses a large number of bootstrap methods that can be useful in econometrics. Applications to hypothesis testing are emphasized, and simulation results are presented for a few illustrative cases.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.021
metaresearch head score (Gemma)0.054
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.021
Threshold uncertainty score0.112

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0210.054
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0040.007
Science and technology studies0.0010.004
Scholarly communication0.0030.004
Open science0.0020.003
Research integrity0.0030.007
Insufficient payload (model declined to judge)0.0100.010

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.150
GPT teacher head0.306
Teacher spread0.156 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations283
Published2006
Admission routes1
Has abstractyes

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