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Ramalho, J. J. S. (2006). Bootstrap bias-adjusted GMM estimators. Economics Letters. 92 (1), 149-155
J. J. Ramalho, "Bootstrap bias-adjusted GMM estimators", in Economics Letters, vol. 92, no. 1, pp. 149-155, 2006
@article{ramalho2006_1765612983721,
author = "Ramalho, J. J. S.",
title = "Bootstrap bias-adjusted GMM estimators",
journal = "Economics Letters",
year = "2006",
volume = "92",
number = "1",
doi = "10.1016/j.econlet.2006.01.026",
pages = "149-155",
url = "http://www.sciencedirect.com/science/article/pii/S016517650600036X"
}
TY - JOUR TI - Bootstrap bias-adjusted GMM estimators T2 - Economics Letters VL - 92 IS - 1 AU - Ramalho, J. J. S. PY - 2006 SP - 149-155 SN - 0165-1765 DO - 10.1016/j.econlet.2006.01.026 UR - http://www.sciencedirect.com/science/article/pii/S016517650600036X AB - The ability of four alternative bootstrap methods to reduce the bias of GMM parameter estimates is examined in an instrumental variable framework using Monte Carlo analysis. Promising results were found for the two bootstrap estimators suggested in the paper. ER -
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