On the equivalence of indirect inference and bootstrap bias correction for linear IV estimators
TW Chau - Economics Letters, 2014 - Elsevier
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 …
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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 …