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Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix)

Author

Listed:
  • Antonis Demos

    (www.aueb.gr/users/demos)

  • Stelios Arvanitis

Abstract

This is an extended appendix for the revision of the paper Stochastic Expansions and Moment Approximations for Three Indirect Estimators.

Suggested Citation

  • Antonis Demos & Stelios Arvanitis, 2012. "Stochastic Expansions and Moment Approximations for Three Indirect Estimators Revised (Extended Appendix)," DEOS Working Papers 1215, Athens University of Economics and Business.
    • Handle: RePEc:aue:wpaper:1215
    as

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    File URL: http://wpa.deos.aueb.gr/docs/bias-ii-rev-tech-app.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. repec:aue:wpaper:1214 is not listed on IDEAS
    3. Corradi, Valentina & Iglesias, Emma M., 2008. "Bootstrap refinements for QML estimators of the GARCH(1,1) parameters," Journal of Econometrics, Elsevier, vol. 144(2), pages 500-510, June.
    4. Magdalinos, Michael A., 1992. "Stochastic Expansions and Asymptotic Approximations," Econometric Theory, Cambridge University Press, vol. 8(3), pages 343-367, September.
    Full references (including those not matched with items on IDEAS)

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