On the validity of edgeworth expansions and moment approximations for three indirect inference estimators
Stelios Arvanitis and Antonis Demos
| Year of publication: |
2018
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|---|---|
| Authors: | Arvanitis, Stelios ; Dēmos, Antōnēs A. |
| Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2156-6674, ZDB-ID 2684112-5. - Vol. 7.2018, 1, p. 1-38
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| Subject: | bias approximation | binding function | bootstrap | locally uniform edgeworth expansions | locally uniform moment approximations | Monte Carlo | MSE approximation | recursive indirect estimators | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Bootstrap-Verfahren | Bootstrap approach | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jem-2015-0009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011945873