A New Class of Indirect Estimators and Bias Correction
AbstractIn this paper we define a set of indirect estimators based on moment approximations of the auxilary estimators. We provide results that describe higher order asymptotic properties of these estimators. The introduction of these is motivated by reasons of analytical and computational facilitation. We extend this set to a class of multistep indirect estimators that have potentially useful higher order bias properties. Furthermore, the widely employed "feasibly biased corrected estimator" is an one optimazation step approxiamtion of the suggested on.
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Bibliographic InfoPaper provided by Athens University of Economics and Business in its series DEOS Working Papers with number 1023.
Date of creation: 22 Jul 2010
Date of revision:
Indirect Estimator; Asymptotic Approximation; Moment Approximation; Higher Order Bias Structure; Binding Function; Local Canonical Representation; Convex Variational Distance.;
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