Stochastic Expansions and Moment Approximations for Three Indirect Estimators
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- Demos, Antonis & Arvanitis, Stelios, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," MPRA Paper 122369, University Library of Munich, Germany.
References listed on IDEAS
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"Stochastic Expansions and Moment Approximations for Three Indirect Estimators,"
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Cited by:
- Stelios Arvanitis & Antonis Demos, 2012. "Valid Locally Uniform Edgeworth Expansions Under Weak Dependence and Sequences of Smooth Transformations," DEOS Working Papers 1229, Athens University of Economics and Business, revised 24 Aug 2012.
- Demos, Antonis & Arvanitis, Stelios, 2010.
"Stochastic Expansions and Moment Approximations for Three Indirect Estimators,"
MPRA Paper
122369, University Library of Munich, Germany.
- Antonis Demos & Stelios Arvanitis, 2010. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators," DEOS Working Papers 1004, Athens University of Economics and Business.
- Antonis Demos & Stelios Arvanitis, 2010. "A New Class of Indirect Estimators and Bias Correction," DEOS Working Papers 1023, Athens University of Economics and Business.
- repec:aue:wpaper:1214 is not listed on IDEAS
- Stelios Arvanitis, 2014. "A simple example of an indirect estimator with discontinuous limit theory in the MA(1) model," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 536-557, November.
- Stelios Arvanitis & Antonis Demos, 2015.
"A class of indirect inference estimators: higher‐order asymptotics and approximate bias correction,"
Econometrics Journal, Royal Economic Society, vol. 18(2), pages 200-241, June.
- Stelios Arvanitis & Antonis Demos, 2014. "A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)," DEOS Working Papers 1411, Athens University of Economics and Business, revised 23 Sep 2014.
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More about this item
Keywords
Asymptotic Approximation; Second Order Bias Structure; Binding Function; Local Canonical Representation; Convex Variational Distance; Recursive Indirect Estimators; Higher order Bias.;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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