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Small sample bias of alternative estimation methods for moment condition models : Monte Carlo evidence for covariance structures
Ramalho, Joaquim J. S. (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10003283136
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Bias-corrected moment-based estimators for parametric models under endogenous stratified sampling
Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Econometric reviews 25 (2006) 4, pp. 475-496
Persistent link: https://www.econbiz.de/10003403258
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On the weighted maximum likelihood estimator for endogenous stratified samples when the population strata probalbilities are unknown
Ramalho, Esmeralda A.; Ramalho, Joaquim J. S. - In: Applied economics letters 14 (2007) 1/3, pp. 171-174
Persistent link: https://www.econbiz.de/10003448458