Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures (Q3368371)

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Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures
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    Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures (English)
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    27 January 2006
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    GMM
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    Generalized Empirical Likelihood
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    Analytical and Bootstrap Bias-Adjusted Estimators
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    Covariance Structures
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