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

Young, A. (2025). Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective. Econometrics, 13(4). https://doi.org/10.3390/econometrics13040041
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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
Copyright holders © 2025 by the author
Departments LSE > Academic Departments > Economics
DOI 10.3390/econometrics13040041
Date Deposited 03 Nov 2025
Acceptance Date 29 Sep 2025
URI https://researchonline.lse.ac.uk/id/eprint/130036

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