C14 - Semiparametric and Nonparametric Methods: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T06:21:17+00:00Empirical Likelihood Block Bootstrapping
https://www.bankofcanada.ca/2008/06/working-paper-2008-18/
Monte Carlo evidence has made it clear that asymptotic tests based on generalized method of moments (GMM) estimation have disappointing size. The problem is exacerbated when the moment conditions are serially correlated.2008-06-06T09:24:26+00:00enEmpirical Likelihood Block Bootstrapping2008-06-06Econometric and statistical methodsWorking Paper 2008-18 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp08-18.pdfEmpirical Likelihood Block BootstrappingJason AllenAllan GregoryKatsumi ShimotsuJune 2008CC1C14C2C22