@article{136246,
  keywords = {Standard error, Bootstrap, Inference, Censored regression, Two-step estimation},
  author = {Bo E. Honor{\'e} and Luojia Hu},
  title = {Easy bootstrap-like estimation of asymptotic variances},
  abstract = { The bootstrap is a convenient tool for calculating standard errors of the parameter estimates of complicated econometric models. Unfortunately, the bootstrap can be very time-consuming. In a recent paper, Honor{\'e} and Hu (2017), we propose a {\textquotedblleft}Poor (Wo)man{\textquoteright}s Bootstrap{\textquotedblright} based on one-dimensional estimators. In this paper, we propose a modified, simpler method and illustrate its potential for estimating asymptotic variances. },
  year = {2018},
  journal = {Economics Letters},
  volume = {171},
  pages = {46 - 50},
  issn = {0165-1765},
  url = {http://www.sciencedirect.com/science/article/pii/S0165176518302568},
  doi = {10.1016/j.econlet.2018.07.002},
  language = {eng},
}