Jackknife minimum distance estimation

TitleJackknife minimum distance estimation
Publication TypeJournal Article
AuthorsKézdi, G., J. Y. Hahn, and G. 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. (C) 2002 Elsevier Science B.V. All rights reserved.

Languageeng
Notes

Jun; Jackknife minimum distance estimation

Publisher linkhttp://www.sciencedirect.om.hu/science?_ob=MImg&_imagekey=B6V84-44YWRW1-4-3G&_cdi=5860&_user=8184006&_orig=na&_coverDate=06%2F30%2F2002&_sk=999239998&view=c&wchp=dGLbVtb-zSkWb&md5=983da4518093b75395961884a030e2a4&ie=/sdarticle.pdf
Unit: 
Department of Economics and Business