一个程序,主要有:
Monte Carlo simulation evidence of coverage rates of confidence intervals
constructed using chi-square asymptotics, Efron's percentile, Hall's percentile,
percentile-t (equal-tailed) and percentile-t (symmetric) bootstrap methods
pdf里介绍OLS和GMM估计方法,置信区间等等。
建议:如果有的话可以不下,会的话可以不下。
来源:Econ 681, Fall 2005
Department of Economics, Concordia University