On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
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DOI: 10.1016/j.econlet.2014.03.017
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More about this item
Keywords
Bootstrap; Bias correction; Instrumental variable; Indirect inference; k-class estimators;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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