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  • Search: subject:"binding function"
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Year of publication
Subject
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Binding Function 6 Binding function 4 Estimation theory 4 Schätztheorie 4 Monte Carlo 3 Recursive Indirect Estimators 3 Asymptotic Approximation 2 Autocorrelation 2 Autokorrelation 2 Bias 2 Bias Approximation 2 Bootstrap 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Convex Variational Distance 2 GARCH model 2 Indirect Inference 2 Indirect inference 2 Local Canonical Representation 2 Locally Uniform Edgeworth Expansions 2 Locally Uniform Moment Approximations 2 MSE Approximation 2 Misspecification 2 Moment Approximation 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 ARCH model 1 ARCH-Modell 1 ARMA model 1 ARMA-Modell 1 Approximate Bias Correction 1 Approximate bias correction 1 Delta method 1 Econometrics 1 Edgeworth Expansion 1 Edgeworth expansion 1 Encompassing 1 Exact bias 1 Higher Order Bias Approximation 1 Higher Order Bias Structure 1
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Online availability
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Free 6 Undetermined 3
Type of publication
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Book / Working Paper 7 Article 4
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4
Language
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English 7 Undetermined 4
Author
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Arvanitis, Stelios 7 Demos, Antonis 5 Dēmos, Antōnēs A. 2 Gouriéroux, Christian 2 Jasiak, Joann 2 Kyriacou, Maria 1 Phillips, Peter C. B. 1 Phillips, Peter C.B. 1 Rossi, Francesca 1
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Institution
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Department of International and European Economic Studies, Athens University of Economics and Business (AUEB) 5 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1 Cowles Foundation for Research in Economics, Yale University 1
Published in...
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DEOS Working Papers 5 The econometrics journal 2 Cowles Foundation Discussion Papers 1 Journal of econometric methods 1 Journal of econometrics 1 Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 1
Source
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RePEc 7 ECONIS (ZBW) 4
Showing 11 - 11 of 11
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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 …
affinity of the binding function these are second order unbiased. Moreover their second order approximate Mean Square Errors do …
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