Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures
Year of publication: |
2005
|
---|---|
Authors: | Ramalho, Joaquim |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2005, 1, p. 1202-1202
|
Publisher: |
Berkeley Electronic Press |
Subject: | GMM | Generalized Empirical Likelihood | Analytical and Bootstrap Bias-Adjusted Estimators | Covariance Structures |
-
Ramalho, Joaquim, (2007)
-
Ramalho, Joaquim, (2003)
-
Second Order Bias of Quasi-MLE for Covariance Structure Models
Prokhorov, Artem, (2010)
- More ...
-
Heteroskedasticity Testing Through Comparison of Wald-Type Statistics
Murteira, José, (2011)
-
Alternative versions of the RESET test for binary response index models: a comparative study
Ramalho, Esmeralda A., (2010)
-
Bias-Corrected Moment-Based Estimators for Parametric Models Under Endogenous Stratified Sampling
Ramalho, Esmeralda, (2006)
- More ...