Asymptotic Refinements of a Misspecification-Robust Bootstrap for Generalized Method of Moments Estimators
Year of publication: |
2013-09
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Authors: | Lee, Seojeong |
Institutions: | School of Economics, UNSW Business School |
Subject: | nonparametric iid bootstrap | asymptotic refinement | Edgeworth expansion | generalized method of moments | model misspecification |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013-09 44 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: |
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Lee, Seojeong, (2014)
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Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
Lee, Seojeong, (2014)
-
Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
Lee, Seojeong, (2014)
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Asymptotic Refinements of a Misspecification-Robust Bootstrap for GEL Estimators
Lee, Seojeong, (2014)
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A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs
Lee, Seojeong, (2015)
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A consistent variance estimator for 2SLS when instruments identify different LATEs
Lee, Seojeong, (2015)
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