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

Author

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  • 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
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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

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    1. repec:aue:wpaper:1214 is not listed on IDEAS
    2. 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.
    3. Magdalinos, Michael A., 1992. "Stochastic Expansions and Asymptotic Approximations," Econometric Theory, Cambridge University Press, vol. 8(3), pages 343-367, September.
    4. 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.
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