Jackknife Minimum Distance Estimation

TitleJackknife Minimum Distance Estimation
Publication TypeJournal Article
AuthorsKézdi, Gábor, Jinyong Hahn, and Gary Solon
Journal titleEconomics Letters
Year2002
Pages35-45
Volume76
Issue1
Abstract

We propose a jackknife minimum distance estimator designed to reduce the finite-sample bias of the optimal minimum distance estimator. Monte Carlo results indicate that our jackknife minimum distance estimator is a promising alternative to existing minimum distance procedures.

LanguageEnglish
DOIdoi:10.1016/S0165-1765(02)00016-2
Publisher linkhttp://www.sciencedirect.com/science/article/pii/S0165176502000162
Unit: 
Department of Economics and Business
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