BOOTSTRAP AND k-STEP BOOTSTRAP BIAS CORRECTIONS FOR THE FIXED EFFECTS ESTIMATOR IN NONLINEAR PANEL DATA MODELS

DOI10.1017/S0266466615000341zbMath1385.62024MaRDI QIDQ2981824

Yixiao Sun, Min Seong Kim

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Bootstrap, jackknife and other resampling methods (62F40)

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