On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators |
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Authors: | Tak Wai Chau |
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Institution: | Shanghai University of Finance and Economics, China; Key Laboratory of Mathematical Economics (SUFE), Ministry of Education, China |
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Abstract: | This note shows that two ways of simulation based bias correction–indirect inference and bootstrap bias correction–are equivalent for two-stage-least-squares, as well as k-class estimators for the standard linear model with endogenous regressors. |
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Keywords: | C13 C15 C36 |
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