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  • Search: subject:"Recursive Indirect Estimator"
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Approximate Bias Correction 1 Binding Function 1 Bootstrap 1 Edgeworth Expansion 1 GARCH model 1 Higher Order Bias Approximation 1 Higher Order Mean Square Error Approximation 1 Moment Approximation 1 Monte Carlo 1 Recursive Indirect Estimator 1 Stationary Gaussia 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Arvanitis, Stelios 1 Demos, Antonis 1
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 1
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DEOS Working Papers 1
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RePEc 1
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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...
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