In the context of the continuously updated generalized-methods-of-moments (GMM), this study evaluates the finite sample properties of Wald- and criterion-based bootstrap inference for a class of models defined by non-linear conditional moment functions. This work provides simulation evidence...

This article focuses attention on the estimation of the mean of a sequence of branching process with immigration in the critical case. We get the limiting distribution of the pivot, and adopt a bootstrap procedure to bootstrap the least-square estimator with bootstrap sample size <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$m$$</EquationSource> </InlineEquation> less...</equationsource></inlineequation>