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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://www.econbiz.de/10011378482
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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
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Finite sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - 2018
Persistent link: https://www.econbiz.de/10011992635
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Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.; Kyriakopoulou, Dimitra - In: Journal of time series econometrics 11 (2019) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
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Testing for prospect and Markowitz stochastic dominance efficiency
Arvanitis, Stelios; Topaloglou, Nikolas - In: Journal of econometrics 198 (2017) 2, pp. 253-270
Persistent link: https://www.econbiz.de/10011818790