1996 NSF Bootstrap Symposium

• Bootstrap and Other Resampling Schemes, by G.J. Babu

• Diagnosing Bootstrap Success (and Figure 1), by Rudy Beran

• Bootstraps for Time Series, by Peter Bickel

• C_L Estimation, Minimaxity and Bootstrapping, by Helge Blaker

• Simulation Variance Reduction for Bootstrapping, by W. Bryan Brown

• Bootstrapping Quantile Regression Models and Other Methods, by Moshe Buchinsky

• The Size and Power of Bootstrap Tests, by Russell Davidson and J. MacKinnon

• Dynamic Equilibrium Economies: A Framework for Comparing Models and Data, by Frank Diebold, et al.

• Monte Carlo Evidence on the Behavior of the Wild Bootstrap in the Presence of Leverage Points, by Emmanuel Flachaire

• Bootstrapping Regression Models, by David Freedman

• Bootstrap and Higher-Order Asymptotics, by Joel Horowitz

• Bootstrap Methods for Median Regression Models, by Joel Horowitz

• Empirical Likelihood and the Bootstrap for Time Series Regressions, by Yuichi Kitamura

• On Resampling Methods under Long Range Dependence, by Soumendra Lahiri

• Nonparametric Estimation of Truncation Bias for Telecommunications Demand, by Armando Levy

• A Simple Consistent Bootstrap Test for a Parametric Regression Function, by Qi Li

• A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test, Evidence from Simulations and the Bootstrap, by G.S. Maddala and Shaowen Wu

• Introduction to Implementing the Bootstrap on a Computer, by Harry Paarsch

• Bootstrapping Z Estimators, by Jon Wellner

• Double Censoring with a Hybrid EM-ICM Algorithm, by Yihui Zhan

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