Search Results - subject:"locally uniform moment approximations"

On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Inference Estimators

Arvanitis, Stelios; Demos, Antonis - Department of International and European Economic … - 2014

form integrability conditions that validate locally uniform moment approximations. We derive the relevant 2nd order bias …

Persistent link: https://www.econbiz.de/10010859449

On the validity of edgeworth expansions and moment approximations for three indirect inference estimators

Arvanitis, Stelios; Dēmos, Antōnēs A. - In: Journal of econometric methods 7 (2018) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10011945873

On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators (Extended Revised Appendix)

Demos, Antonis; Arvanitis, Stelios - Department of International and European Economic … - 2012

This extended appendix contains detailed proofs for the results in the paper "On the Validity of Edgeworth Expansions and Moment Approximations for Three Indirect Estimators".

Persistent link: https://www.econbiz.de/10010625837