Bootstrap Finite-Sample Distribution - University of Notre Dame引导的有限样本分布-圣母大学.docVIP

PAGE PAGE 1 The Bootstrap’s Finite Sample Distribution: An Analytical Approach Lawrence C. Marsh I thank Tom Cosimano, Ken Kelley, Nelson Mark, Ke-Hai Yuan and my colleagues in the Department of Economics and Econometrics for helpful comments and suggestions. I thank Tom Cosimano, Ken Kelley, Nelson Mark, Ke-Hai Yuan and my colleagues in the Department of Economics and Econometrics for helpful comments and suggestions. Department of Economics and Econometrics University of Notre Abstract This paper provides a method for determining the exact finite sample properties of the bootstrap. Pre