Bootstrap bias-adjusted GMM estimators

The ability of six 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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Year of publication:	2005
Authors:	Ramalho, Joaquim J.S.
Institutions:	Departamento de Economia, Universidade de Évora
Subject:	GMM \| Bootstrap \| Empirical Likelihood \| Instrumental Variables \| Monte Carlo

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Extent:	text/html
Series:	Economics Working Papers.
Type of publication:	Book / Working Paper
Notes:	9 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005398697