• Title of article

    Bootstrap bias-adjusted GMM estimators

  • Author/Authors

    Joaquim J.S. Ramalho، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    7
  • From page
    149
  • To page
    155
  • Abstract
    The ability of four alternative bootstrap methods to reduce the bias of GMM parameter estimates is examined in an instrumental variable framework using Monte Carlo analysis. Promising results were found for the two bootstrap estimators suggested in the paper
  • Keywords
    GMM , Bootstrap , Empirical likelihood , Instrumental variables , Monte Carlo
  • Journal title
    Economics Letters
  • Serial Year
    2006
  • Journal title
    Economics Letters
  • Record number

    435986

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435986