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

DOI10.1016/j.econlet.2014.03.017zbMath1293.62145OpenAlexW2020233604MaRDI QIDQ397953

Tak Wai Chau

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.03.017

zbMATH Keywords

bootstrapinstrumental variablebias correctionindirect inference\(k\)-class estimators

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

• Unnamed Item
• Indirect inference for dynamic panel models
• On bootstrapping two-stage least-squares estimates in stationary linear models
• A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Bootstrap inference in a linear equation estimated by instrumental variables

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