Jackknife minimum distance estimation.

DOI10.1016/S0165-1765(02)00016-2MaRDI QIDQ1603856zbMATH OpenOpenAlexFDO

Authors Gábor Kézdi, Gary Solon, Jinyong Hahn

Publication date 15 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(02)00016-2

zbMATH Keywords

Minimum distanceJackknife

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

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Cites work

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• Approximate Normality of Generalized Least Squares Estimates
• Dynamic Aspects of Earning Mobility
• Large Sample Properties of Generalized Method of Moments Estimators

Cited in

(3)

• Optimal jackknife for unit root models
• Corrected standard errors for optimal minimum distance estimator
• Jackknife bias reduction for simulated maximum likelihood estimator of discrete choice models

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