Meenagh, David (contributor); Minford, Patrick (contributor) - 2008
analytically or by bootstrapping the simulations.
The extended method of simulated moments estimator (EMSME) is obtained as follows …. We take the following steps in our implementation of the Wald test by
bootstrapping:
Step 1: Determine the errors of the …(hatwideθ)−1 are estimated by bootstrapping
αS(hatwideθ). This proceeds by drawing N bootstrap samples of the structural model, and …