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Record W2160015004 · doi:10.1111/0008-4085.00147

Bootstrap inference in econometrics

2002· article· fr· W2160015004 on OpenAlexaffvenue
James G. MacKinnon

Bibliographic record

VenueCanadian Journal of Economics/Revue canadienne d économique · 2002
Typearticle
Languagefr
FieldEconomics, Econometrics and Finance
TopicMonetary Policy and Economic Impact
Canadian institutionsQueen's University
Fundersnot available
KeywordsBootstrapping (finance)InferenceEconometricsMonte Carlo methodStatistical inferenceSampling distributionBootstrap modelConfidence intervalStatistical hypothesis testingComputer scienceBootstrap aggregatingStatisticsMathematicsArtificial intelligence

Abstract

fetched live from OpenAlex

The astonishing increase in computer performance over the past two decades has made it possible for economists to base many statistical inferences on simulated, or bootstrap, distributions rather than on distributions obtained from asymptotic theory. In this paper, I review some of the basic ideas of bootstrap inference. I discuss Monte Carlo tests, several types of bootstrap test, and bootstrap confidence intervals. Although bootstrapping often works well, it does not do so in every case. Inférence par la méthode d’auto–amorçage (bootstrap) en économétrie. L’incroyable accroissement dans la puissance des ordinateurs au cours des deux dernières décennies a permis aux économistes de fonder plusieurs inférences sur des distributions simulées, ou obtenues par auto–amorçage, plutôt que sur des distributions obtenues par la théorie aymptotique. Dans ce texte, l’auteur passe en revue quelques–unes des idées de base de l’inférence par la méthode d’auto–amorçage. Le texte discute aussi des tests de Monte Carlo, de divers types de tests et des intervalles de confiance obtenus par la méthode d’auto–amorçage. Même si le processus d’auto–amorçage fonctionne souvent bien, cela n’est pas toujours le cas.

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)0.027
metaresearch head score (Gemma)0.112
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: Empirical · Consensus signal: none
Teacher disagreement score0.027
Threshold uncertainty score0.143

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0270.112
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0030.002
Bibliometrics0.0050.005
Science and technology studies0.0010.007
Scholarly communication0.0050.006
Open science0.0020.003
Research integrity0.0040.008
Insufficient payload (model declined to judge)0.0070.005

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 head0.386
GPT teacher head0.203
Teacher spread0.183 · 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
GenreEmpirical

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

Citations22
Published2002
Admission routes2
Has abstractyes

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Same venueCanadian Journal of Economics/Revue canadienne d économiqueSame topicMonetary Policy and Economic ImpactFrench-language works237,207