Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
Year of publication: |
2014
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Authors: | Lee, Seojeong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 389-413
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Subject: | Neoparametric iid bootstrap | Asymptotic refinement | Edgeworth expansion | Generalized method of moments | Model misspecification | Momentenmethode | Method of moments | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory |
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