Bootstrap & Robustness

Unit D · Chapter 11

NoteComing soon

This chapter is planned but not yet written. The outline below shows what it is intended to cover.

[11a] The Bootstrap

  • Resampling as an empirical sampling distribution
  • Bootstrap confidence intervals
  • When the bootstrap helps and when it does not

[11b] Robust Inference

  • Permutation tests
  • Heteroscedasticity-consistent standard errors
  • Choosing between robust and conventional inference
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