On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators

DOI10.1016/J.ECONLET.2014.03.017zbMATH Open1293.62145OpenAlexW2020233604MaRDI QIDQ397953FDOQ397953

Tak Wai Chau

Publication date: 12 August 2014

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2014.03.017

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zbMATH Keywords

bootstrapinstrumental variableindirect inferencebias correction\(k\)-class estimators

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

Cites Work

• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• On bootstrapping two-stage least-squares estimates in stationary linear models
• Title not available (Why is that?)
• A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
• Bootstrap inference in a linear equation estimated by instrumental variables
• Indirect inference for dynamic panel models

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