Title | Jackknife Minimum Distance Estimation |
Publication Type | Journal Article |
Authors | Kézdi, Gábor, Jinyong Hahn, and Gary Solon |
Journal title | Economics Letters |
Year | 2002 |
Pages | 35-45 |
Volume | 76 |
Issue | 1 |
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. |
Language | English |
DOI | doi:10.1016/S0165-1765(02)00016-2 |
Publisher link | http://www.sciencedirect.com/science/article/pii/S0165176502000162 |
Unit:
Department of Economics and Business
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