Bootstrap inference for misspecified moment condition models

DOI10.1007/s10463-017-0604-2zbMath1401.62071MaRDI QIDQ1753973

Presnell, Brett, Mihai C. Giurcanu

Publication date: 29 May 2018

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-017-0604-2

zbMATH Keywords

generalized method of moments; Edgeworth expansions; standard bootstrap; empirical likelihood bootstrap; centered bootstrap

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference

62G09: Nonparametric statistical resampling methods

Uses Software

• R
• emplik
• plm