A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction

Published:2015-06-01 Issue:2 Volume:18 Page:200-241
ISSN:1368-4221
Container-title:The Econometrics Journal
language:en
Short-container-title:

Author:

Arvanitis Stelios¹,Demos Antonis²

Affiliation:

1. Department of Economics, Athens University of Economics and Business, Patision str. 80, Athens, GR‐10434, Greece

2. Department of International and European Economic Studies, Athens University of Economics and Business, Patision str. 80, Athens, GR‐10434, Greece

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Link

http://academic.oup.com/ectj/article-pdf/18/2/200/27684890/ectj0200.pdf

Reference71 articles.

1. Non‐stationarity‐extended local Whittle estimation;Abadir;Journal of Econometrics,2007

2. Equivalence of the higher‐order asymptotic efficiency of k‐step and extremum statistics;Andrews;Econometric Theory,2002

3. Estimation when a parameter is on a boundary;Andrews;Econometrica,2002

4. Valid Edgeworth expansions for the Whittle maximum likelihood estimator for stationary long‐memory Gaussian time series;Andrews;Econometric Theory,2005

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Finite-Sample Theory and Bias Correction of Maximum Likelihood Estimators in the EGARCH Model;Journal of Time Series Econometrics;2018-10-05

2. Simulation-Based Bias Correction Methods for Complex Models;Journal of the American Statistical Association;2018-06-28

3. Parametric Inference for Index Functionals;Econometrics;2018-04-20

4. On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators;Journal of Econometric Methods;2016-08-03

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3