Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective

Young, Alwyn (2025) Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective. Econometrics, 13 (4). ISSN 2225-1146

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Abstract

This paper introduces a new approach to proving bootstrap consistency based upon the distribution of permutation statistics, using it to derive results covering fundamentally not-identically distributed groups of data, in which average moments do not converge to anything, with moment conditions that are less demanding than earlier results for either identically distributed or not-identically distributed data.

Item Type:	Article
Additional Information:	© 2025 by the author
Divisions:	Economics
Subjects:	H Social Sciences > HB Economic Theory
Date Deposited:	03 Nov 2025 17:06
Last Modified:	06 Nov 2025 10:54
URI:	http://eprints.lse.ac.uk/id/eprint/130036

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