A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias

DOI10.1080/03610918.2012.667473zbMath1295.62026OpenAlexW2010962098MaRDI QIDQ4929221

Rachida Ouysse

Publication date: 13 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2012.667473

zbMATH Keywords

Monte Carlo simulationempirical distributionIV estimationGMM estimationbias functionconsumption asset pricing modepopulation and sample momentstrue data generating process

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

The fast iterated bootstrap ⋮ On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification

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