Higher-Order Improvements of a Computationally Attractive-Step Bootstrap for Extremum Estimators
Year of publication: |
1999-07
|
---|---|
Authors: | Andrews, Donald W.K. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotics | block bootstrap | Edgeworth expansion | extremum estimator | Gauss-Newton | generalized method of moments estimator | higher-order efficiency | k-step bootstrap | maximum likelihood estimator | Newton-Raphson | parametric bootstrap | t statistic | test of over-identifying restrictions |
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