A Note on Bootstrapping Generalized Method of Moments Estimators
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 12 (1996)
Issue (Month): 01 (March)
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- Goncalves, Silvia & White, Halbert, 2000.
"Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models,"
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00-03, Center of Finance and Econometrics, University of Konstanz.
- Joachim Inkmann, 2000. "Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," Econometric Society World Congress 2000 Contributed Papers 0332, Econometric Society.
- Atsushi Inoue & Mototsugu Shintani, 2001.
"Bootstrapping GMM Estimators for Time Series,"
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0129, Vanderbilt University Department of Economics, revised Aug 2003.
- Sawada, Yasuyuki & Shoji, Masahiro & Sugawara, Shinya & Shinkai, Naoko, 2009. "The Role of Infrastructure in Mitigating Poverty Dynamics: The Case of an Irrigation Project in Sri Lanka," 2009 Conference, August 16-22, 2009, Beijing, China 51461, International Association of Agricultural Economists.
- Bravo, Francesco & Crudu, Federico, 2012.
"Efficient bootstrap with weakly dependent processes,"
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- Francesco Bravo & Federico Crudu, 2012. "Efficient bootstrap with weakly dependent processes," Discussion Papers 12/08, Department of Economics, University of York.
- Joshua Angrist & Ivan Fernandez-Val, 2010. "ExtrapoLATE-ing: External Validity and Overidentification in the LATE Framework," NBER Working Papers 16566, National Bureau of Economic Research, Inc.
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