Higher-order properties of approximate estimators
Year of publication: |
June 2017
|
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Authors: | Kristensen, Dennis ; Salanié, Bernard |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 198.2017, 2, p. 189-208
|
Subject: | Extremum estimators | Numerical approximation | Simulation-based estimation | Higher-order expansion | Bias adjustment | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Systematischer Fehler | Bias | Simulation |
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