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A Note on Bootstrapping Generalized Method of Moments Estimators

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  • Hahn, Jinyong
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    Article provided by Cambridge University Press in its journal Econometric Theory.

    Volume (Year): 12 (1996)
    Issue (Month): 01 (March)
    Pages: 187-197

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    Handle: RePEc:cup:etheor:v:12:y:1996:i:01:p:187-197_00

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    Cited by:
    1. Sawada Yasuyuki & Sugawara Shinya & Shoji Masahiro & Shinkai Naoko, 2014. "The Role of Infrastructure in Mitigating Poverty Dynamics: The Case of an Irrigation Project in Sri Lanka," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 14(3), pages 28, July.
    2. Atsushi Inoue & Mototsugu Shintani, 2001. "Bootstrapping GMM Estimators for Time Series," Vanderbilt University Department of Economics Working Papers 0129, Vanderbilt University Department of Economics, revised Aug 2003.
    3. Joachim Inkmann, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 00-03, Center of Finance and Econometrics, University of Konstanz.
    4. Allen, Jason & Gregory, Allan W. & Shimotsu, Katsumi, 2010. "Empirical Likelihood Block Bootstrapping," Discussion Papers 2010-01, Graduate School of Economics, Hitotsubashi University.
    5. Lee, Seojeong, 2014. "Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P3), pages 398-413.
    6. Goncalves, Silvia & White, Halbert, 2000. "Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego qt1bj657ff, Department of Economics, UC San Diego.
    7. Bravo, Francesco & Crudu, Federico, 2012. "Efficient bootstrap with weakly dependent processes," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 56(11), pages 3444-3458.
    8. Matias D. Cattaneo & Michael Jansson, 2014. "Bootstrapping Kernel-Based Semiparametric Estimators," CREATES Research Papers 2014-25, School of Economics and Management, University of Aarhus.
    9. Seojeong Lee, 2014. "Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators," Discussion Papers, School of Economics, The University of New South Wales 2014-02, School of Economics, The University of New South Wales.
    10. 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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