Small Sample Bias of Alternative Estimation Methods for Moment Condition Models: Monte Carlo Evidence for Covariance Structures
Year of publication: |
2005
|
---|---|
Authors: | Ramalho, Joaquim |
Published in: |
Studies in Nonlinear Dynamics & Econometrics. - Berkeley Electronic Press. - Vol. 9.2005, 1, p. 1202-1202
|
Publisher: |
Berkeley Electronic Press |
Subject: | GMM | Generalized Empirical Likelihood | Analytical and Bootstrap Bias-Adjusted Estimators | Covariance Structures |
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