Article ID Journal Published Year Pages File Type
5062548 Economics Letters 2006 7 Pages PDF
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.

Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Bootstrap bias-adjusted GMM estimators
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