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Higher Order Properties of Bootstrap and Jackknife Bias Corrected Maximum Likelihood Estimators
Bootstrap and Jackknife Bias Likelihood Estimators
2015/9/22
Pfanzagl and Wefelmeyer (1978) show that bias corrected ML estimators are higher order efficient.
Their procedure however is computationally complicated because it requires integrating complicat...
Difference in Difference Meets Generalized Least Squares: Higher Order Properties of Hypotheses Tests
panel data treatment eff ect GLS
2015/9/22
We investigate estimation and inference in difference in difference econometric models
used in the analysis of treatment effects. When the innovations in such models display serial
...