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Bias reduction in nonparametric diffusion coefficient estimation
Nicolau, João - In: Econometric theory 19 (2003) 5, pp. 754-777
Persistent link: https://www.econbiz.de/10001802808
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Second-order bias reduction for nonlinear panel data models with fixed effects based on expected quantities
Schumann, Martin - In: Econometric theory 39 (2023) 4, pp. 693-736
Persistent link: https://www.econbiz.de/10014342248
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Bias reduction for dynamic nonlinear panel models with fixed effects
Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191
Persistent link: https://www.econbiz.de/10009489716
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Bayesian inference based only on simulated likelihood : particle filter analysis of dynamic economic models
Flury, Thomas; Shephard, Neil G. - In: Econometric theory 27 (2011) 5, pp. 933-956
Persistent link: https://www.econbiz.de/10009379765
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Bias corrections in testing and estimating semiparametric, single index models
Klein, Roger W.; Shen, Chan - In: Econometric theory 26 (2010) 6, pp. 1683-1718
Persistent link: https://www.econbiz.de/10008738344
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Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models
Iglesias, Emma M.; Linton, Oliver - In: Econometric theory 23 (2007) 6, pp. 1136-1161
Persistent link: https://www.econbiz.de/10003591844
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When bias kills the variance : central limit theorems for DEA and FDH efficiency scores
Kneip, Alois; Simar, Léopold; Wilson, Paul W. - In: Econometric theory 31 (2015) 2, pp. 394-422
Persistent link: https://www.econbiz.de/10010532057
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Bootstrap and k-step bootstrap bias corrections for the fixed effects estimator in nonlinear panel data models
Kim, Min Seong; Sun, Yixiao - In: Econometric theory 32 (2016) 6, pp. 1523-1568
Persistent link: https://www.econbiz.de/10011661994
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Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen; Martin, M.; Grose, Simone D. - In: Econometric theory 33 (2017) 3, pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
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Estimation and inference for moments of ratios with robustness against large trimming bias
Sasaki, Yuya; Ura, Takuya - In: Econometric theory 38 (2022) 1, pp. 66-112
Persistent link: https://www.econbiz.de/10013166118