A general method for third-order bias and variance corrections on a nonlinear estimator
Zhenlin Yang
| Year of publication: |
2015
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|---|---|
| Authors: | Yang, Zhenlin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 186.2015, 1, p. 178-200
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| Subject: | Third-order bias | Third-order variance | Bootstrap | Concentrated estimating equation | Monte Carlo | Spatial layout | Stochastic expansion | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Systematischer Fehler | Bias | Bootstrap-Verfahren | Bootstrap approach |
| 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://www.econbiz.de/10011349513