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

DOI10.2202/1558-3708.1202zbMath1082.62021OpenAlexW2076267774MaRDI QIDQ3368371

Joaquim J. S. Ramalho

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1202

zbMATH Keywords

GMMAnalytical and Bootstrap Bias-Adjusted EstimatorsCovariance StructuresGeneralized Empirical Likelihood

Mathematics Subject Classification ID

Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (1)

Bootstrap bias-adjusted GMM estimators

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