Higher-order improvements of a computationally attractive k-step bootstrap for extremum estimators

Econometrica

Volumn 70, Issue 1, 2002, Pages 119-162

  Andrews, Donald W K ^a  

^a YALE UNIVERSITY   (United States)

Author keywords

Block bootstrap; Edgeworth expansion; Generalized method of moments estimator; K step bootstrap; Newton Raphson method

Indexed keywords

ASYMPTOTIC STABILITY; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; OPTIMIZATION; PROBABILITY DENSITY FUNCTION; PROBABILITY DISTRIBUTIONS; STATISTICAL TESTS; STATISTICS;

BLOCK BOOTSTRAP METHOD; EDEGEWORTH EXPANSIONS; EXTREMUM ESTIMATORS; GENERALIZED METHOD OF MOMENT ESTIMATOR; K-STEP BOOTSTRAP; NEWTON-RAPHSON METHOD;

ECONOMICS;

EID: 0036216133     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00271     Document Type: Article

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