Edoardo ZanelliUniversity of Bologna | UNIBO · Department of Economics DSE
Edoardo Zanelli
Master of Science
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Introduction
Publications
Publication (1)
We consider bootstrap inference for estimators which are (asymptotically) biased. We show that, even when the bias term cannot be consistently estimated, valid inference can be obtained by proper implementations of the bootstrap. Specifically, we show that the prepivoting approach of Beran (1987, 1988), originally proposed to deliver higher-order r...
