The Third-Order Bias of Nonlinear Estimators
Author:
Affiliation:
1. a Department of Economics , Carleton University , Ottawa , Ontario , Canada
2. b Department of Economics , York University , Toronto , Ontario , Canada
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610920801983193
Reference20 articles.
1. The $n^{-2}$-Order Mean Squared Errors of the Maximum Likelihood and the Minimum Logit Chi-Square Estimator
2. Asymptotic Techniques for Use in Statistics
3. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
4. Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
5. The Bootstrap and Edgeworth Expansion
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