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  • Search: subject:"Higher-order mean square error approximation"
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Year of publication
Subject
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Bootstrap 2 GARCH model 2 Monte Carlo 2 ARCH model 1 ARCH-Modell 1 ARMA model 1 ARMA-Modell 1 Approximate Bias Correction 1 Approximate bias correction 1 Bias 1 Binding Function 1 Binding function 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Edgeworth Expansion 1 Edgeworth expansion 1 Estimation theory 1 Higher Order Bias Approximation 1 Higher Order Mean Square Error Approximation 1 Higher-order bias approximation 1 Higher-order mean square error approximation 1 Moment Approximation 1 Moment approximation 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Recursive Indirect Estimator 1 Recursive indirect inference estimator 1 Schätztheorie 1 Stationary Gaussia 1 Stationary Gaussian ARFIMA model 1 Systematischer Fehler 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Arvanitis, Stelios 2 Demos, Antonis 1 Dēmos, Antōnēs A. 1
Institution
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1
Published in...
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DEOS Working Papers 1 The econometrics journal 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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A class of indirect inference estimators : higher-order asymptotics and approximate bias correction
Arvanitis, Stelios; Dēmos, Antōnēs A. - In: The econometrics journal 18 (2015) 2, pp. 200-241
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011378482
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A Class of Indirect Inference Estimators: Higher Order Asymptotics and Approximate Bias Correction (Revised)
Arvanitis, Stelios; Demos, Antonis - Department of International and European Economic …
In this paper we define a set of Indirect Inference estimators based on moment approximations of the auxiliary ones. Their introduction is motivated by reasons of analytical and computational facilitation. Their definition provides an indirect inference framework for some "classical" bias...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010930476
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