Hahn, Jinyong; Hughes, David W.; Kuersteiner, Guido M.; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 783-816
estimate of the bias is asymptotically linear. It is also shown that bootstrap, jackknife, and analytical bias estimates are … jackknife bias corrections. In contrast, bias corrections that do not estimate the bias at the parametric rate, such as the … split-sample jackknife, result in larger higher-order variances in the i.i.d. setting we focus on. For both a cross …