This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Bias-corrected Moment-based Estimators for Parametric Models under Endogenous Stratified Sampling

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Joaquim J.S. Ramalho ()
Esmeralda Ramalho ()

Additional information is available for the following registered author(s):

Abstract

The ability of six alternative bootstrap methods to reduce the bias of GMM parameter estimates is examined in an instrumental variable framework using Monte Carlo analysis. Promising results were found for the two bootstrap estimators suggested in the paper.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.decon.uevora.pt/working_papers.php?id=148
File Format: text/html
File Function:
Download Restriction: no

Publisher Info
Paper provided by University of Évora, Department of Economics (Portugal) in its series Economics Working Papers with number 11_2005.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 29 pages
Date of creation: 2005
Date of revision:
Handle: RePEc:evo:wpecon:11_2005

Contact details of provider:
Postal: Largo dos Colegiais 2, 7000 - 803�VORA
Phone: + 351 266 74 08 94
Fax: + 351 266 74 24 94
Email:
Web page: http://www.decon.uevora.pt
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (José Manuel Madeira Belbute).

Related research
Keywords: Endogenous Stratified Sampling; Bias correction; GMM; Parametric models;

Find related papers by JEL classification:
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation

This paper has been announced in the following NEP Reports:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)
  1. Artem Prokhorov & Peter Schmidt, 2008. "GMM Redundancy Results for General Missing Data Problems," Working Papers 08003, Concordia University, Department of Economics. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? The yearly budget of IDEAS is exactly $0: it relies entirely on volunteer work.

This page was last updated on 2009-11-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.