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Search: subject:"Nonparametric iid bootstrap"
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Edgeworth expansion
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Asymptotic refinement
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Generalized method of moments
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Nonparametric iid bootstrap
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asymptotic refinement
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generalized method of moments
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Lee, Seojeong
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School of Economics, UNSW Business School
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Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
Lee, Seojeong
-
School of Economics, UNSW Business School
-
2013
I propose a
nonparametric
iid
bootstrap
that achieves asymptotic refinements for t tests and confidence intervals based …
Persistent link: https://www.econbiz.de/10010662763
Saved in:
2
Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Lee, Seojeong
- In:
Journal of Econometrics
178
(
2014
)
P3
,
pp. 398-413
I propose a
nonparametric
iid
bootstrap
that achieves asymptotic refinements for t tests and confidence intervals based …
Persistent link: https://www.econbiz.de/10010730128
Saved in:
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