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  • Search: subject:"Recursive indirect inference estimator"
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ARCH model 1 ARCH-Modell 1 ARMA model 1 ARMA-Modell 1 Approximate bias correction 1 Bias 1 Binding function 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Edgeworth expansion 1 Estimation theory 1 GARCH model 1 Higher-order bias approximation 1 Higher-order mean square error approximation 1 Moment approximation 1 Monte Carlo 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Recursive indirect inference estimator 1 Schätztheorie 1 Stationary Gaussian ARFIMA model 1 Systematischer Fehler 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Arvanitis, Stelios 1 Dēmos, Antōnēs A. 1
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The econometrics journal 1
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ECONIS (ZBW) 1
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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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