Showing 1 - 10 of 208
Persistent link: https://www.econbiz.de/10002132596
Bias correction can often improve the finite sample performance of estimators. We show that the choice of bias correction method has no effect on the higherorder variance of semiparametrically efficient parametric estimators, so long as the estimate of the bias is asymptotically linear. It is...
Persistent link: https://www.econbiz.de/10015053878
Persistent link: https://www.econbiz.de/10001777551
Persistent link: https://www.econbiz.de/10001777565
Persistent link: https://www.econbiz.de/10003540212
Persistent link: https://www.econbiz.de/10001442993
Persistent link: https://www.econbiz.de/10001443015
Persistent link: https://www.econbiz.de/10001398874
Persistent link: https://www.econbiz.de/10000787068
Persistent link: https://www.econbiz.de/10000787075