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This paper outlines a bootstrapping approach to the estimation and analysis of macroeconometric models. It integrates for dynamic, nonlinear, simultaneous equation models the bootstrapping approach to evaluating estimators initiated by Efron (1979) and the stochastic simulation approach to evaluating models’ properties initiated by Adelman and Adelman (1959). It also estimates for a particular model the gain in coverage accuracy from using bootstrap conﬁdence intervals over asymptotic conﬁdence intervals.
Fair, Ray C., "Bootstrapping Macroeconometric Models" (2001). Cowles Foundation Discussion Papers. 1607.