A bootstrap approach to moment selection (Q5469919): Difference between revisions

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+Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Choosing the Number of Instruments
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+Second-order correctness of the blockwise bootstrap for stationary observations
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+A Consistent Method for the Selection of Relevant Instruments
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+The bootstrap and Edgeworth expansion
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