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Publication Detailed Description
Bootstrap bias-adjusted GMM estimators
Journal Title
Economics Letters
Year (definitive publication)
2006
Language
English
Country
Switzerland
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Abstract
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.
Acknowledgements
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Keywords
GMM,Bootstrap,Empirical likelihood,Instrumental variables,Monte Carlo
Fields of Science and Technology Classification
- Economics and Business - Social Sciences
