GMM bootstrap empirical likelihood instrumental variables Monte Carlo
Issue Date:
2006
Publisher:
Elsevier
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.
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Departamento de Economia /
ECN - Publicações - Artigos em Revistas Internacionais Com Arbitragem Científica /
