A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Stelios Arvanitis and Antonis Demos
| Year of publication: |
2015
|
|---|---|
| Authors: | Arvanitis, Stelios ; Dēmos, Antōnēs A. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 200-241
|
| Subject: | Approximate bias correction | Binding function | Bootstrap | Edgeworth expansion | GARCH model | Higher-order bias approximation | Higher-order mean square error approximation | Moment approximation | Monte Carlo | Recursive indirect inference estimator | Stationary Gaussian ARFIMA model | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Monte-Carlo-Simulation | Monte Carlo simulation | ARCH-Modell | ARCH model | Bootstrap-Verfahren | Bootstrap approach | ARMA-Modell | ARMA model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011378482