Bootstrap Methods for Covariance Structure.

The optimal minimum distance (OMD) estimator for models of covariance structure is asymptotically efficient but has much worse finite-sample properties than does the equally-weighted minimum distance (EWMD) estimator. This paper shows how the bootstrap can be used to improve the finite-sample performance of the OMD estimator.

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Year of publication:	1996
Authors:	Horowitz, J.L.
Institutions:	Department of Economics, Tippie College of Business
Subject:	EVALUATION \| ECONOMIC MODELS

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	C50 - Econometric Modeling. General ; C51 - Model Construction and Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005233334