Please use this identifier to cite or link to this item:
http://hdl.handle.net/10174/8424
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| Title: | Bootstrap bias-adjusted GMM estimators |
| Authors: | Ramalho, Joaquim J.S. |
| Keywords: | GMM
Bootstrap
Empirical Likelihood
Instrumental Variables
Monte Carlo |
| Issue Date: | 2005 |
| Citation: | Ramalho, J.J.S. (2005), Bootstrap bias-adjusted GMM estimators, Documento de Trabalho nº 2005/10, Universidade de Évora, Departamento de Economia. |
| Abstract: | The ability of six 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. |
| URI: | http://hdl.handle.net/10174/8424 |
| Type: | workingPaper |
| Appears in Collections: | ECN - Working Papers (RePEc)
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