Title of article :
Bootstrap bias-adjusted GMM estimators
Author/Authors :
Joaquim J.S. Ramalho، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
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
Journal title :
Economics Letters