On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators

Tak Wai Chau

Economics Letters, 2014, vol. 123, issue 3, 333-335

Abstract: This note shows that two ways of simulation based bias correction–indirect inference and bootstrap bias correction–are equivalent for two-stage-least-squares, as well as k-class estimators for the standard linear model with endogenous regressors.

Keywords: Bootstrap; Bias correction; Instrumental variable; Indirect inference; k-class estimators (search for similar items in EconPapers)
JEL-codes: C13 C15 C36 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:123:y:2014:i:3:p:333-335

DOI: 10.1016/j.econlet.2014.03.017

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