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- Wed May 26, 2010 9:35 am
- Forum: Estimation
- Topic: Bootstrapping GMM estimators(centered moment condition)
- Replies: 0
- Views: 1493
Bootstrapping GMM estimators(centered moment condition)
Hello, I have a question about Bootstrapping GMM estimators in panel data models. In case of Bootstrapping GMM, monemt conditon has to be centered for bootstrapped data (Hall and Horowitz(1996),econometrica 64(4),pp.891-916). For example, recentered bootstrap sample monents is indicated as h*(v*,β)=...