Bootstrap bias-adjusted GMM estimators

Joaquim Ramalho (jjsro@iscte-iul.pt)

Economics Working Papers from University of Évora, Department of Economics (Portugal)

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.

Keywords: GMM; Bootstrap; Empirical Likelihood; Instrumental Variables; Monte Carlo (search for similar items in EconPapers)
JEL-codes: C13 C14 (search for similar items in EconPapers)
Pages: 9 pages
Date: 2005
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http://hdl.handle.net/10174/8424 (text/html)

Related works:
Journal Article: Bootstrap bias-adjusted GMM estimators (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:evo:wpecon:10_2005

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