Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data Staff Working Paper 2018-28 Valéry Dongmo Jiongo, Pierre Nguimkeu This paper proposes a new bootstrap procedure for mean squared errors of robust small-area estimators. We formally prove the asymptotic validity of the proposed bootstrap method and examine its finite sample performance through Monte Carlo simulations. Content Type(s): Staff research, Staff working papers Research Topic(s): Bank notes, Econometric and statistical methods JEL Code(s): C, C1, C13, C15, C8, C83, E, E4, E41